I just came back from the ABBYY developer conference in Dublin. From what I can see the key difference is that the ABBYY cloud solution requires a data connection whereas the Microsoft package can be used offline. The ABBYY solution should have a key advantage in accuracy by using more CPU power, the ability to run more complex algorithms and better language support, for smaller tasks the Microsoft solution should be more than enough.
For WPF and desktop apps there are many free open source options available.
Interesting times in OCR space 😉