I think you (and a lot of people) are assuming that Nokia is public about _all_ its strategy decisions, and that those decisions won't be affected by sales.
How would it have sounded if they had publicly stated at the Nokia+MS press conference that "We're trying to keep the people that made symbian and meego, so we can go (limp that is) back if WP7 fails"?
If they publicly say there is an escape plan then they will doom their WP7 without it ever getting a chance, not a smart business move.

We can only speculate if they have an actual plan B, because they will never admit it if they do, but I don't think Nokia has been the kind of company to put all its eggs in one basket.