@blowdart: Which is an incorrect behavior, or at least the browser is insufficiently protected (In My Opinion™). Facebook should not be allowed to track me, I would even support EU if they chose to ban this sort of activity. I think what Facebook does is equally harmful to other forms of web tracking which IE already protects against.
Although I don't know much about Microsoft Account (formerly Windows Live Account) I would imagine the same problem which is manifested in Facebook tracking also pests MS Account - if an website can access your personal information and a browser does not have a way of protecting that information then we should be even more concerned for our privacy as with Facebook people can at least delete cookies / use different browsers / etc while MS Account is needed for host of other things (Store, Syncing, etc) and thus logging out is not an option. The solution I see is adoption of Chrome like blocking of cookies and/or a version of UAC inside of IE that would let user decide if he wished to allow a website access to MS Account and/or disabling IE (in both Metro and Desktop) access to MS Account information (which might already be implemented, I'm very new to Windows 8). Further, blocking IE access to MS Account enforced from OS itself is really needed as IE is often targeted by malware writers.