Microsoft Spoof Phishing?

Multiple unsuccessful sign-in attempts from multiple locations all over the world are not uncommon. Hackers, Botnets, zombie computers are known to constantly scour the Internet, randomly searching (scanning) for vulnerable computer ports, user accounts, passwords, emails and make make repeated attempts to access them.
 
When Microsoft notices a sign-in attempt from a new location or device, they help protect the account by sending you an email message and an SMS alert as noted in What happens if there's an unusual sign-in to your account. As long as these attempts are unsuccessful, an attacker will not gain access and your account remains safe (uncompromised).