This seems like a Hanlon's razor situation to me. A lot of these lists are purchased from third parties who do this for a living (make blacklists).
While we cannot say anything for certain until Microsoft responds - I think their response will essentially blame a "partner" and release an update which removes the FSF from the gambling blacklist.
Grey's Law? Because Snidely Whiplash at Microsoft really and fundamentally cares about what the FSF is going to say to people, right? They care so deeply that they're going to unleash a bwa-ha-ha eeeeeevil campaign to call the FSF's site a gambling site?
Or, shock of shocks, maybe one person, working for the third-party that sold Microsoft that particular "dodgy domains" list, clicked the wrong checkbox on that one domain (of many hojillions checked per week).
While we cannot say anything for certain until Microsoft responds - I think their response will essentially blame a "partner" and release an update which removes the FSF from the gambling blacklist.