So that owners of hardware don't have to pay a licensing fee to Microsoft in order to play games on their hardware.
There's a lot more to it than that.
In a nutshell DirectX and consoles are what's holding back game development. Linux is simply a more open, faster platform. Even with today's poorly optimized drivers, Linux graphics performance will still run circles around anything running on Windows. So Linux instead of Windows=more FPS. You also have completely open standards, which makes it easy for developers to make good games.