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).
- 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).
Edit: typo fixed and clarification