Yeah, I thought that sounded strange. It would even be slightly embarrassing if all people needed more than one machine to get their job done.
But, not everyone at MS works with windows, which is why I was a little surprised about the statement that everyone had more than one machine.
The 2 biggest orgs inside MS are Office and Windows, devs in both of them can't have a single machine doing both the above tasks. (And VMs suck for disk based I/O, and that becomes a factor when you have multi-hour build time)