Right, but MS provides AV or you can install a third party option instead. Just like you can install aftermarket brakes, suspension, ECUs or even seats and seatbelts in your Audi.
PCs often (mostly?) ship with third-party anti-virus software because AV companies pay them to install it.
Ok but now you are talking about a different product (a PC) vs Microsoft Windows. The third party AV vendors are paying the PC manufacturer to bundle their products, they are not paying Microsoft.
In the PC case both Windows and AV are third party products.