They open sourced the hyper-v drivers for linux and freebsd and got them integrated into the kernel.
Asp.Net is completely open source and hosted on GitHub.
Here's a list of open source projects that they have started or contributed to on platforms/languages like Java, Node.js, PHP, and Ruby...
http://www.microsoft.com/opensource/directory.aspx
They open source quite a bit of software...
That said, most of their flagship stuff is closed, in many cases understandably so but in others, it doesn't make as much sense (to me), and seems not to benefit anyone.
I'm with you...I think that they should have open sourced a lot of the supporting software around windows server. I wouldn't really care if the source was available, it would be nice, but I personally think that System Center should be free to any customer with more than 100 servers.