Microsoft wants companies who use Unix to start using Windows Server. So they'll need to appeal to those people, a lot of whom use Perl for all sorts of backroom operations.

Perl comes with the Unix Services for Windows package. I recall it used to come with the NT 3.5 or 4.0 Server Resource Toolkit.

And I'm sure a lot of MS people use Perl too. It's way better for coding than VBScript or JScript.