No, Microsoft makes money selling software; Windows is just their best selling piece of software. They also make money selling Mac Office, for example.
They could also theoretically profit from .NET being platform agnostic; perhaps by releasing a Visual Studio for Mac (that works with Mono). They'd probably own corporate programming departments if they did that.
Every Visual Studio for Mac license sold means one less Windows license sold. If they make the transition away from Windows easy, less corporations would want to enter corporate licenses. Mac users would consider using iWork instead of Office. That move would, ultimately, erode Microsoft's market dominance, then their share and the slide into one-more-competitor condition would be inevitable.
If they ever do that, it'll be because they think Macs and other OSs don't represent a threat to other Microsoft software.
Are you sure this is the reason? Our company uses Microsoft OS and office tools across the board. But when it comes to development most of our work is done in linux. A version of Visual Studio for Mac would make no difference.
Your company seems to be very atypical. At least here in Brazil, most people who used to develop in Visual Basic for Windows have moved to ASP and then to ASP.NET for web applications. Of those who felt tempted to use Java, many moved to C#, which is very Java-ish.
Not all corporate developers are good developers. Managing good developers is hard and managers prefer the more predictable, cheaper, average ones. Sadly.
They could also theoretically profit from .NET being platform agnostic; perhaps by releasing a Visual Studio for Mac (that works with Mono). They'd probably own corporate programming departments if they did that.