At one company I worked IT for, we got a registered letter from MS asking us to prove our licenses were paid in full for all seats and servers. Our lawyer told us to buy the licenses if we were in violation, or show MS we had them. That was back in 98. I've never met anyone with a home product who MS contacted over licensing. But, you hear urban legends from other IT professionals about friends of friends kinds of things.
Does anyone still get that sudden splash screen from the FBI or DOJ saying the contents of your PC have now been scanned and you are in potential violation of some obscure child pr@n statute? I got that once back in 2012 during the election cycle when I clicked on a BrietBart.com link from TownHall.com.
Microsoft comes after you with a registered legal letter or serves you papers or a US Marshal with a lawyer. Only scammers, IRS and collection agencies come after you over the phone. The IRS is the rudest of the three.