The tool NDepend that calculates the efferent coupling takes account of third-party types used. (Documentation here). Here is a CQLinq code query that shows this fact:
Notice that it is possible to recalculate the efferent coupling only for application types used if you wish.
If your goal is to detect if a type has too many responsibilities (which is often the case when a type is using many others types, many means like several dozens) this makes sense to include types from the .NET Fx. For example the usage of types in System.IO
or System.Threading
clearly indicates a special responsibility for the user type. This is also why for detecting many responsibilities, you could count also the number of namespaces used (including third-party ones)
Disclaimer: I am working in the NDepend team