Because there were several other paths they could have chosen to work with secure boot, but this was the most efficient?
Most efficient? Hardly.
One thing MS could have done was ensured, for the sake of not appearing totally anti-competitive, was to put a 3rd party in charge of the process, include guidelines in UEFI for how keys could automatically be installed safely, and specify a minimum functionality set for "custom mode" so using Linux and Windows securely on the same machine isn't a binary choice.
It is deliberately inefficient, and it puts Microsoft in a position of power. They'll happily take a loss for such control, as we've seen in the past.