The vast, vast majority of Windows users don't know their laptops are encrypted, don't understand encryption, and don't know what bitlocker is. If their keys weren't stored in the cloud, these users could easily lose access to their data without understanding how or why. So for these users, which again is probably >99% of all windows users, storing their keys in the cloud makes sense and is a reasonable default. Not doing it would cause far more problems than it solves.
And the passphrase they log in to windows with is not the key, Microsoft is not storing their plain text passphrase in the cloud, just to be clear.
The only thing I would really fault Microsoft for here is making it overly difficult to disable the cloud storage for users who do understand all the implications.