AFAICT you can still disable Secure Boot in most UEFI firmware, and boot anything you like (or not like, if an attacker tampers with your system).
Honestly I wish they(where they is them that designed this whole broken system) did it it right. On first boot you would set up some keys, now you are your own trust root, and when you you want Microsoft to manage your system, perfectly reasonable, managing systems is scary, you sign their keys and add them to the store. The problem is at a low level it all sort of just works, but nobody want to design that user interface. nobody wants to write the documentation required to explain it to joe random user. Nobody wants to run the call center dealing 24/7 walking people through a complicated process, patiently getting them unstuck when they loose their keys, explaining what a trust root is and why they now have to jump through hoops to set one up.
I like to believe that had they done it right initially, the ui would have been molded into something that just works and the client base would also get molded into expecting these key generations steps. But I am also an optimist, so perhaps not and it is exactly as scary and thankless a task as I described above. But we will never know, Microsoft took the easy way out, said we will hold the keys. And now you are a serf on your own machine. Theoretically there is a method to install your own keys, and it may even work, but the process is awkward(never really being meant for mass use) and you are dependent on the vendor to care enough to enable it. Many don't.