Yeah, I agree that Microsoft should be able to do this. It's a strategic decision to be locked down or open. Playstation/XBox/Nintendo are locked down. iOS is locked down. Automaker OSes are locked down. It's not like Apple is some crazy exception here ...
Actually, it is. Cars don't generally allow third-party apps at all. They're an embedded system. Therefore, those are entirely moot.
Gaming systems are largely limited to games, and to a limited extent, media consumption (e.g. Netflix), which makes them a much more specialized system than an iPhone.
And gaming systems don't need to be a single tool that serves all of a user's needs in the way that a cell phone does. Cell phones are something you carry with you all day, and generally require a monthly cell service contract. So there are significant ongoing costs and hassles associated with having more than one. But most people play games primarily at home, which means it is relatively painless (apart from the initial purchase cost) to have multiple consoles; if a game isn't available on one, they can play it on another. Thus, game console app sales compete across platforms in a way that cellular phone app sales largely do not.
So while not entirely moot, gaming platforms are still a very different animal from a consumer perspective.
Apple is the only high-volume general-purpose computing platform I can think of that does not freely allow side-loading and third-party app stores. So in many critical ways, Apple stands alone on this one. And that's doubly true if you limit it to mobile platforms.
That said, I do agree that game platforms should not be allowed to be locked down, either. It is just far less important from an antitrust perspective because of fundamental differences in how the devices are used.