Probably it's more convenient for them to trust X big players rather than checking one by one. And somehow an empty spam folder looks better than a full one, as it gives the user the feeling that the service itself doesn't receive spam or does a very good job at preventing it.
That's just the thing: "doing a good job preventing spam" means throwing a lot of stuff in the spam folder. I think everyone would agree that silently dropping emails is bad, even if you're really sure it's spam.
I agree, it's just that you're not the average user. I am also surprised to see the spam folder surprisingly empty all the time, almost as if my email addresses were unknown to the world (which I am pretty sure they are not).
The average user probably sees this full spam folder as something he/she is doing bad, or the service itself is bad.
It's not just google or microsoft. I think most email providers do this, I might be wrong though.