More importantly, HOW would Microsoft manage to contact every person in the world using Windows XP? Even if we rule out people using pirated copies, you're still looking at a truly phenomenal undertaking.
There is simply no feasible way for Microsoft to do this even if they wanted to. If you do it via email, what about all the people who don't regularly check their email, or have changed email addresses since the last time Microsoft updated its records? If they do it via postal mail, that would be monumentally expensive. Even figuring say 10 cents for a simple postcard at a bulk rate, just in the US alone you'd probably have a few million people to contact, so that'd cost Microsoft probably in the tens of millions world-wide just in postage, forget about the cost of materials and having them printed in the myriad of different languages used around the world.
Even if Microsoft had some kind of database of every single Windows user (and they don't), it would end up being far too difficult an undertaking to be worth the effort even if it weren't cost prohibitive. Plus it would undoubtedly cause a few crazies to come out of the woodwork and lob a sueball or two at the company. In today's society, people sue for virtually everything you can think of, no matter how ridiculous. Microsoft was once sued for being biased against African Americans because when you did a clip art search for "monkey" the picture of an african american person was one of the search results. Completely frivolous lawsuit that someone filed before doing any kind of due diligence into the matter. Look at the people who make jokes about the funny results you sometimes get in a Google search. Computers operate on pure logic and sometimes they expose the numerous mental shortcuts we take without even thinking about it by doing things like coming up with strange search results. But I digress... Point is, there are people out there who would take offense at you paying them a compliment and if you're a large company, more often than not you'll get sued by said people. The last thing you want to do is give them an idea for the next frivolous lawsuit.