Most spyware has nothing to do with ActiveX controls on websites or BHOs, it's injected into systems when people load "freeware" from unscrupulous corporations like RealNetworks or install pirated software.
The worst spyware many people have (and often without knowing it) is Kazaa, one of the applications Microsoft would probably like most would not exist as it's used to pirate quite a lot of Microsoft products.

Were everyone to use MacOS or Linux those would be targeted by such applications instead.
Were more people to use Firefox (or whatever browser) spyware authors would find ways to infest systems from those as well (maybe through tricks played with Flash applets or by exploiting the myriad flaws (which typically go unfixed for far longer than it takes Microsoft to fix problems found in its products thus increasing the window of opportunity) in that.