Not surprising investors want this.
Investors are people who can take their stock out at any time. They're ok with a strategy that get's short term returns but screws the company over the long run- because they'll have sold their stock before that happens.
Specifically, Microsoft's Entertainment Division is its least profitable. Given the profit margins of other divisions, it's actually laughable how little money Microsoft makes off it's entertainment sector, which includes the Xbox One.
However, like most newspapers that still print hard-copies of their paper, they know that just because something isn't profitable, doesn't mean it's worthless. The New York Post, from what I saw last, is a monetary black hole for News Corp. But they'll never get rid of it. Having your paper visually seen on the street corner is advertisement- it directs people to view their website etc which is actually profitable.
Same goes for the Xbox One and Bing. They're not exactly big profit machines, but having them out there keeps Microsoft's name out there. Xbox One makes use of Skydrive, which integrates with Outlook, which in turn integrates with their Office Suite, which is highly profitable.
TL;DR
This is actually a common "do this now so you get quick stock rises, then we can short it for a crapload of money while you suffer a year later for it." demand from investors. Microsoft will of course, ignore it because they know it will just screw them over.
