As Windows screen reader users will know, there is no screen reader included in Windows. Instead, users requiring a screen reader must obtain and install a third party product. Yes, there is Microsoft Narrator, but even Microsoft know that this is hardly worthy of the name "screen reader". :)
A few years ago, Apple revolutionised the accessibility industry by building a fully fledged screen reader, VoiceOver, right into Mac OS X. Ever since, many have asked why Microsoft can't do the same for Windows. Many are angry with Microsoft for this continued lack of built-in accessibility, some using it as support for the "why Apple is better than Microsoft" argument.
Here's some food for thought. I'm not sure Microsoft could do this even if they wanted to; their hands are probably tied in a legal sense. If they did, they could very likely be sued by assistive technology vendors for anti-competitive conduct, just as they have been sued several times concerning their bundling of Internet Explorer with Windows. Once again, Apple don't have to be concerned with this because there wasn't an existing screen reader on Mac OS X and they don't have the dominant position in the market.
I have no evidence for this argument. Perhaps I'm wrong, but history suggests that it is highly likely that I'm not.
Even as one of the lead developers of NVDA, I'm first and foremost a blind user who wants the best possible access, both for myself and other blind users. As such, I would very much welcome a screen reader built into Windows. Competition is good. A built-in screen reader doesn't mean that other screen readers can't exist. If the built-in solution were good enough, then there would be no need for NVDA to exist. If it weren't, NVDA would drive accessibility to improve through innovation and competition.