I reported this problem and some other problems to MSN Live several months ago. Their response was to completely remove the site from their index; Searches on the site-owning organization's name and all related keywords return search results pages with the message "Some results have been removed" at the bottom, but support and Live Search Webmaster Tools say the site is not blocked. Msnbot continues to actively crawl the site, but it never shows up in the SERPs. After several weeks of dealing with first-tier support, I'm still waiting for a response from tier-2. :(
The first thing to check is to be sure that the noindex,nofollow pages are *not* Disallowed in robots.txt; You must allow them to fetch the page so that they can read that on-page meta-tag.
But if that's all in order, then I'd say either serve them a blank page or redirect them, but don't complain in any way that would allow them to identify your site.
Spend millions on Sienfeld adverts that don't work AND tell webmasters that they will be stepped all over and their only recourse is to leave the index? Wow, they really are on some suicide trip aren't they! And they wonder why they're barely the number 3 search engine ...