They are not signed by MS they are dual signed by a CA that MS runs as a service for UEFI secure boot as well as the distro’s CA.
If you were around in the late 2000s when UEFI SecureBoot was being proposed, you’d remember the massive hysteria about how “SecureBoot is a MS plot to block Linux install”. Even though the proposal was to just allow the UEFI to verify the sig of the binary it’ll boot, and to allow the user to provide the UEFI with the keys to trust, the massive fear was that MB manufacturers will just be too lazy (or be bought by MS) that they will only allow MS keys, or that the process to enlist a new key would be too difficult to sufficiently discourage people from installing Linux (because you know, I’m all for the freedom and fuck-Microsoft camp, until its expected that I verify a signature) so Microsoft offered a service for CA service, like https CAs, but for boot signing.
Assuming you’re a good Linux user, you can always just put your favorite distro signing key in your UEFI without accepting MS CA n there.