OpenGL seems to have coexisted with DirectX for a while. I don't know enough about OS development to be able to judge if Microsoft prevented OpenGL from achieving the same performance as DirectX.

Given the abysmal security history of Windows, my guess would be that it was possible to get close to the metal as a driver developer, at least in the old days.

Also MS couldn't be expected to take care of an interface that works on iOS and Linux. They are responsible for Windows.