you are correct, but, you don't see law suit with Paint from other competitors.
To be fair, you have a point. Adobe did raise a right fuss over the inclusion of PDF generation support in Microsoft office (and thus eliminating 90% of the reasons to actually pay for Adobe Acrobat; but it was going to happen anyway, free PDF-generating virtual printers have existed for a while now).
However it isn't like Microsoft has a monopoly on media playing/library-management software (I'd argue iTunes has more regular users than WMP) and improving the baseline only makes everything better for everyone (except lazy third-party developers).
You only get sued if you abuse your monopoly position to push out the competition, such is what happened with the bundling of IE with Windows when Netscape and other browsers cost money to buy at the time.
No-one really pays for music management software anymore: iTunes is free, MusicMatch was free, RealJukebox (is it still around?) was free. I can't really think of anything Microsoft could do to WMP (that wasn't absolutely braindead, like removing MP3 ripping support) that would be congruent with monopoly abuse.