Writing code in C or C++ does not lock me down in any way. Using the Windows OS APIs does, yes, but there are entirely robust ways of writing C++ on Windows using an open source toolchain that are popular. And as we have seen, Microsoft is increasingly going in a direction of open sourcing more and more of their tooling. Look at everything that has gone on with C#, F#, the .NET stack, etc. So while I agree with you that MSVC is used, and used often, I don’t think that’s a strong argument.
Now if MS had their own language (they did...) that was closed source (it was...), the argument would be more akin to this Wolfram debate. But MS learned that wouldn’t fly, and adopted an OSS strategy.
I have changed 7 jobs in 15 years so far and not once I have done Windows development in Visual Studio. Nor have I seen anyone in my company doing so.
I would say Windows development in Visual Studio is by far uncommon when you compare with technologies like Python, C (with GCC or Clang), Java (OpenJDK), JavaScript, etc.
It's worth noting that the Visual Studio umbrella also involves many OSS technologies. If you're writing C# or F# code targeting .NET Core, the language, compilers, libraries, runtime, build tools, and parts of the IDE tooling are all open source.
This alone makes your "uncommon" claim void, and there are other examples outside of the Windows ecosystem equally well-rooted in proprietory tools.