Apple doesn't license the WMV codec from Microsoft.
Telestream does (as I understand it)
So the Telestream products including Episode and Flip4Mac can read a WMV file and transcode them into something you Mac can work with.
It's all about Intellectual Property and use rights in the end.
And so it goes.
Know someone who teaches video editing in elementary school, high school or college? Tell them to check out http://www.StartEditingNow.com - video editing curriculum complete with licensed practice content.