They have different tiers of support, and their announcements tend to be distilled down to "Microsoft ending support for X" with no context by the time it hits the general blog sites.

Consumers buying Windows off the shelf have a direct support agreement with Microsoft. This allows them to call in for support (possibly fee based depending on how long it's been since it was bought). If a customer encounters a legitimate bug in the OS that needs a hot fix, Microsoft would normally at least create an issue with the development team to address it in the future. However, if the product is outside support, Microsoft's support staff will stop forwarding on the issues to be fixed.

Separately from end users, there are the OEM support agreements, and these come into play with any copy bundled with the computer. The normal arrangement is that a customer calls the OEM first, and it's the OEM's responsibility to then forward on issues to Microsoft. These agreements may have different expiration dates then the agreements with the off the shelf copies.

And to further complicate things, Microsoft has different support structures for enterprise customers, sometimes negotiated on a company by company basis, and involving certain rates to be paid for site wide licenses. If an enterprise customer hits a bug, and they are paying for extended support, Microsoft may still fix a bug and deploy a hot fix. Sometimes these hot fixes only go to the enterprise customers, and other times MS will decide to deploy it to everyone.

Beyond all that, legitimate security issues tend to be addressed and fixed for everyone if it's deemed to be a high risk issue. Odds are good that this is why Larry is still seeing some patches for Windows 2000. Either that, or it's a hot fix to a component shared by both 2000 and XP, and some enterprise customer helped to push for the patch for their systems.

Ultimately, support will continue as long as someone is willing to pay, somewhere.