Not a lawyer but I'm pretty sure:

1. Microsoft does not gain the license, but will be able to argue that they aren't intentionally committing copyright infringement in the cases where that distinction matters.

2. If Microsoft does something resulting in damages because they thought they had a license, their indemnification clause kicks in and they can recoup those damages from the user who uploaded it (to the extent that that user doesn't go bankrupt anyways)

3. Likely none of this matters because your license can't prevent activities that weren't prohibited by copyright in the first place, and training doesn't appear to be a prohibited activity at least under US law.