Because lock-in is the only reason Windows is still so heavily entrenched on the market. This isn't even about the merit of Powershell as a program. This is about a tool which is designed to work on Windows (and Windows only[1]), and thus to increase the strength of the chains that bind you to the operating system.

Ever wondered why Microsoft didn't just make a bash-compatible shell? It's not like they couldn't - it's that they don't want. It would make it easier for people to jump ship, after all. And that's something they hope to prevent.

[1]: Yeah, yeah, there's a PS port to Unix land, but no sane human being will seriously use that. It's pretty much just another waste of time to save people from their mistake of investing into a proprietary tool tied to a proprietary environment.