I heard that they lock data by using proprietary formats. MSFT does not do that.
Locking users behind proprietary data formats is _literally_ the sole point of Microsoft Office.
They very much do not, you can import/export in pretty much any format you want and they've got a well documented sdk.
https://www.palantir.com/docs/foundry/ontology-sdk/python-os...
They literally did. XLS was proprietary until Microsoft completely cornered the spreadsheet software market.