Because Apple did it the smart way. They started small and worked up from there. No one was REALLY bothered by software limitation on a phone. It's just a phone (at least back in the iPhone 1 days), and there are alternatives that are available if it really bothers you. Then they moved up to the pads, which were basically just bigger phones, so yeah, I suppose that's OK, too.
Plus, Apple has been software restrictive from day 1, so it's not really a bit surprise that their next device is a bit more restrictive
Microsoft fails on both counts. They don't have a (successful) phone line to get people acclimated to the "app store" mentality, and their desktop OS has been the Wild West for decades. Got an exe? Fire it up! Recent versions of Windows might bitch about the installer being unsigned or whatever, but it'll still run. From games, to Libre/Open office, to virtual desktop dancer girls... any random jackhole could compile a program to run in windows.
To try and pull a hard 180 will not sit well with people. Even if it doesn't come to pass, even hinting at that direction will raise ire. It's worsened by the fact that it very much feel like MS is trying to use their near-monopoly on game-playing computers to ram their app store down our throats. No one likes it?? Well, too bad. MS will MAKE you like it.