The most bizarre aspect of the parade of costumed Microsoft (MSFT) employees that marched through the company’s Redmond, Wash., campus Friday — besides their lovingly choreographed rendition of Michael Jackson’s Thriller (see below) — is the coffin that wasn’t there.

The “Buries the Competition” mock funeral was intended to celebrate the completion of Windows Phone 7, which went to manufacturing last week and is scheduled to be released in Europe next month and in the U.S. in November.

There were hearses and giant coffins representing Apple’s (AAPL) iPhone and Research in Motion’s (RIMM) BlackBerry, but there wasn’t one for Google’s (GOOG) Android platform.

Which, as several commentators pointed out over the weekend, is very odd.

“Android is the mobile platform that is eating Windows Mobile’s lunch — a licensed platform for [Original Equipment Manufacturers] like HTC, Samsung, LG, Motorola, etc.,” wrote Daring Fireball‘s John Gruber. “If Windows Phone 7 doesn’t take market share away from Android, who’s going to make Windows Phone 7 devices?”

It’s a fair question. The answer, we suspect, will come on Oct. 11, when Microsoft is scheduled to host a Windows Phone 7 open house in New York City.

Below, for those who haven’t seen it yet, is Friday’s performance of Thriller. Is that CEO Steve Ballmer we hear shouting “Unbelievable!” in the background? Sure sounds like him.

[Follow Philip Elmer-DeWitt on Twitter @philiped]