Could be screen shots, could be anything as things other than spiders aren't technically required to ask for robots.txt and even if it is a spider, it can technically share the cached robots.txt already requested by BingBot. Googlebot and the Google Media thing used for AdSense share cache and one may ask for robots while the other doesn't, nothing wrong with that.
The easiest way to find out is set a simple spider trap and exclude BingBot from the page or folder with a robots.txt rule and then see if the other MS stuff honors that rules or falls into the spider trap along with all the others.
Personally, these things don't bother me as I only allow Bingbot and anything else coming from those ranges get bounced off on their ass.
BTW, don't forget MS now has cloud computing just like Amazon does so you may be seeing something not written by MS crawling from their IP space.
What's the rDNS of the IPs being used? If they say they're for bingbot then it's probably something internal to MS.