I think Microsoft's strategy (I work there, but I don't have any special knowledge of this) is to be the best possible platform for development in general, not just machine learning. That's why they bought GitHub, and it's also why they have WSL, remote debugging on Linux, etc. I expect they will go wherever they think developers want to be to achieve that goal.
I can see this hurting traditional Linux graphics systems and development tooling, but I think the main dynamic driving this is not proprietary-vs-open, it's Microsoft's ability to coordinate large numbers of developers, because they have a massively more united org than random hobbyists.
If you combined all of the efforts of all of the people working on Linux tools for the past 20 years and got them working on the same thing, it would probably be an amazing stack, and Microsoft would probably just support it. Instead, the open source efforts have been scattered among a lot of different ideas, which means there hasn't been a single windowing toolkit, IDE, or whatever for people to rally around and all contribute to. And as a result, Microsoft can show up, get a few hundred people pulling in the same direction, and have the market-leading product not through any dirty tricks, but just by putting in more coordinated effort than anyone else.