Interesting. I'm curious, what websites do you use that would've trained the response to simply click on a downloads link instead of looking through the results of said search? I don't have the same response and I'm honestly wondering where that expectation would have come from. When I saw the All Microsoft, Downloads, Support, Communities links I didn't have any expectation that those were suddenly related to my search term. I wonder if it is because they are below the search box instead of above them?
Are you really saying that Skype shouldn't be in the section of MS' "Search" page called "Downloads" when I search for Skype? What is the purpose of "Downloads" then? Guess what, when I click the support button after I've searched for Skype, I expect to find support-related article about Skype, too.
It is no different than expecting to see images of my search term when I click on "images" at Google.
Regardless of your expectation, the fact is that they are related to the search term. Clicking "Downloads" after searching for "skype" takes me to this URL:
Searching on Google and then clicking some items in the horizontal list at the top of the page (Maps/Images/etc) switches to the corresponding search.
Although to me, the "63,100 results" indicates that "All Microsoft" is a search category. The items next to it (Downloads...) use the same font so they look like alternate categories.
