Imagine that MS replies "we detected malware spreading from your site" without any other details. What is OP supposed to do then? Won't they be just as frustrated, if not more, than before?
Just "we detected malware spreading from your site" would sure narrow things down a lot. Time to inspect the web server access logs, 'diff' the site contents with a month-old backup, etc.
There is a 0% chance that a site could be spreading malware and there's not a single thing MS could point to to help out the owners find it that wouldn't leak Super Secret Advanced Mega-Genius Malware Detection Methods.
They just don't want to because that costs more money than being a huge piece of shit does.