I wouldn't make that conclusion. As we know, knowledge is very compartmentalized in the NSA. So, there could be groups in the NSA trying to find attack vectors for Microsoft Windows while other parties in the NSA might have backdoor access to Windows for use in specific circumstances.
Furthermore, Microsoft has universal access to Windows machines which connect to Microsoft servers to download patches. The government can argue with risk to national security and force Microsoft to let them use that update mechanism to spread their malware.
Even if they had a universal back door into Windows, I'd expect them to research other attacks for a number of reasons:
- Backdoors can be discovered; I'd assume it is less likely to be detected if you use it less.
- Esoteric network configurations may make the 'normal' backdoor inaccessable
- Securing their own systems
- Deniability - if an attack in progress is discovered, it's better for the NSA et. al that it looks like a bug being exploited by an unknown third party than a deliberate backdoor (though I suspect any backdoors, should they exist, are designed to look accidental).