Microsoft showed they can semi-competently run a PKI. The end.
Now had the Linux folks stepped up to the plate early on, instead of childishly acting like Secure Boot was the computing antichrist, the story might be different. But they didn't. We only have shim because some people at Red Hat had the common sense to play ball.
Not out of malice, necessarily, but at least incompetence.
Likewise, having Microsoft signing the shim also means that any Linux installation with the signed shim can install on any system that supports Windows, whereas if RedHat had their own 100% comptent, rock-star PKI then a huge proportion of systems sold today would not be able to run Linux unmodified because the manufacturers wouldn't bother.