That mostly depends on Apple, which is not likely to happen

"Likely" is an understatement. Apple will have to go into 90's style decline before they let that happen :)

Would be more likely that Apple allowed compiling iOS applications on non-OS X machines.

I can't understand why they don't want to maximize the number of developers and the number of apps they produce for Apples stores. What would be the drawback for them if I could build my iOS app directly in Windows?

Perhaps quality? Having developers who know the environment they are developing for instead of a lot of one-size-fits-all apps.

You can do it if you're the only supplier of a given service but as a customer you will not get my money in a multi player game if I smell you took the shortcut or have no idea what my platform is capable off.

You're making it sound like that's a problem they have. If anything, they have too many developers.

And the drawback would be that you're not using a Mac. Just like Microsoft is doing all this, yet leaving VS on Windows, to try and get you to use Windows.