I thought having a LICENSE file in the project's root directory was sufficient. Is it not the case?
That said, file level copyright notices are not perfect (since only the VCS shows who added what lines and that might not be preserved), but it is better than nothing and it is something that is guaranteed to persist as long as people are abiding by licenses. If they are not, that is copyright infringement and the copyright holder can do things like send cease and desist notices in response to the copyright notices being removed.
Also, I must emphasize that I am not a lawyer, but one might argue that it was not willful infringement if someone removed a copyright notice from 1 file by claiming it had been a mistake. However, if they remove it from all files, then nobody is going to believe it was not willful.
Technically if there's no license found then it should be considered automatically copyrighted, with no permissions to copy. So leaving copyright license out actually makes it less open source.
Consider future contributions; the contributor’s copyright should apply only to the files to which they contributed.
Similarly, consider any code that you incorporate from external sources; that code’s copyright and license should only apply to the files in which it has been incorporated.
Lastly, consider the case where the code is copied out of your project to be incorporated in a different project. The license and copyright should follow with those files (and if your files don’t include copyright and license at the top, it’s very likely the person doing that copying will insert it themselves for this same reason).
Obviously Microsoft is still committing copyright infringement and in the wrong here. However, if the author had copyright notices in each file and then Microsoft stripped them out or changed the copyright information, it would make it harder for them to brush it off with "oops, we forgot to commit the correct LICENSE file" like I'm sure they'll do here.