Apple does not sell security software so they don't have the same conflict of interest.
Microsoft could have responded to the EU request by creating a secure, sandboxed API (like the one Apple has for macOS) and used that both for their own security software and also let third-party software use it. That would have been fair market dealing.
But they took the lazy way out and just gave the third party software access to the kernel the same way their own software already used it, so they didn't have to rewrite their own solution.