Managing personal Outlook.com account settings, security, and privacy
From http://windows.microsoft.com/en-us/windows/outlook/account-closed:
"To keep your Outlook.com account active you must sign in to the account at least once every 365 days. After 365 days of inactivity, your email will be deleted and cannot be recovered. After 5 years of inactivity, your Microsoft account will be deleted and cannot be recovered."
If you lose an account ending in @msn.com, I doubt you'll ever be able to use that address again. Microsoft is no longer allowing the opening or reopening of addresses ending in @msn.com, as far as I can tell.