What does "msnbot" mean in netstat listings?

This is normal, and it does indeed correspond to a .search.msn.com address, so it's a legit Microsoft server. Your connection to it is not related to web crawlers, but many claim that it helps retrieve web results from Cortana (in Windows 10) or the Metro search (on Windows 8). It's also been linked to OneDrive.

When I navigated to the IP address 191.232.139.86, Chrome told me that the server's certificate was actually for *.wns.windows.com. WNS (Windows Notification Services) is the service that lets third-party apps' servers send those apps push notifications.

Don't worry, it's not a virus or spyware; people on the Internet are just freaking out because it has "bot" in the name.

It is the Network Connection Broker service (NcbService) that keeps calling out. Its function is to 'allow Windows Store Apps to receive notifications from the internet'.

Hit 'Win+R' > enter 'services.msc' > locate 'Network Connection Broker' in the list > stop and disable the service and you are good to go!