MS doesn't want you to code for Windows?

I like the idea that Microsoft decided to release the express editions of their development tools for free to encourage people to program on Windows (although this doesn't mean I like Windows). I thought it was a smart move for them to lower the barrier to build for the platform since the other alternatives are gcc and mingw which are both very nice but not the easiest to use for newbies. Then I discovered that if you install the express edition, you can't actually write any native windows application.... Huh???

Instead, one has to download the Microsoft Windows Platform SDK seperately before you can use VC++ Express Edition to write Windows program.