If UbiSoft offers to pay Microsoft for one of their DirectX consulting programmers, you don't think that this will happen?
I'm an engine programmer at Ubisoft. DirectX consulting programmers don't exist. This doesn't happen.
AMD, Intel, Microsoft, and Nvidia, all have their own Field Application Engineers that are available to help optimise CPU/GPU codepaths for your product.
So yes, it can, and absolutely does happen. (although I'm in no way implying that marcClintDion is correct in everything he says obviously!)