Is Microsoft waving their finger in disapproval at people looking to slim down Vista? That seems to be what is happening as many people frustrated with Vista's slowness turn to third-party utilities to speed things up. In particular, a program called vLite has earned a bit of fame by allowing people to make their Vista installations more lightweight, removing unwanted components and implementing various speed tweaks.
Why is Microsoft is upset with people taking matters into their own hands? As the article mentions, at least this keeps them using Vista rather than ditching it for XP or something else. Microsoft's problem is with potential future complications. They see it as wreaking havoc when it comes time to update system, perhaps updates may fail or actually install but render the system damaged. I doubt people will heed Microsoft's advice though, as it was them who suggested switching to Vista in the first place.