1MB is about the lowest memory usage you can get on Windows 7, because of reasonable tradeoffs made in the operating system to things like buffer and stack sizes. The OS creates a few threads for you, those threads have stacks and they didn't optimize the allocation size of those stacks - they used a currently reasonable default.

What else might that weather app be doing to justify the memory footprint? MS might suck at memory efficiency, but you can't claim they'd ever miss an opportunity to monetize their users. How can a weather app make MS money? MS has asked themselves this, so maybe we should too.