Presumably because people are less likely to think a PIN "secure" and "unguessable", and ironically are more likely to protect it (and actually remember it without writing it down). In general, people are really bad at passwords and password security. Microsoft here are taking the stance that the only good password is no password at all. There is a (weird) psychological difference between passwords and PINs.
(Also, it doesn't have to be a PIN, it can be biometrics if you prefer.)
(Also, it doesn't have to be a PIN, it can be biometrics if you prefer.)