Can easily imagine companies like Dell selling you a system with Ubuntu preinstalled but without Windows signing keys so you can't run Windows on an Ubuntu laptop (or vice-versa) with Secure Boot on an unmodified system.

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.