It is, yes. And how exactly could Microsoft have done Something that ships with Linux?

Yeah, it is. S/he’s missing the point. Good luck finding PowerShell pre-installed on any server or workstation. Is there even a non-MS sponsored distribution that includes it by default?

Kali Linux:

  jtm@aristotle:kali ~ $ apt-rdepends -r powershell
  Reading package lists... Done
  Building dependency tree... Done
  Reading state information... Done
  powershell
    Reverse Depends: ibombshell (0~git20201107-0kali2)
    Reverse Depends: kali-linux-headless (2024.2.8)
    Reverse Depends: offsec-pen300 (2024.2.3)
    Reverse Depends: offsec-pwk (2024.2.3)
  ibombshell
    Reverse Depends: kali-linux-everything (2024.2.8)
  kali-linux-everything
  kali-linux-headless
    Reverse Depends: kali-linux-default (2024.2.8)
    Reverse Depends: kali-linux-everything (2024.2.8)
  kali-linux-default
    Reverse Depends: kali-linux-everything (2024.2.8)
    Reverse Depends: kali-linux-large (2024.2.8)
  kali-linux-large
    Reverse Depends: kali-linux-everything (2024.2.8)
  offsec-pen300
  offsec-pwk

You're missing the point. Anything Microsoft would have done would have been a 3rd party package to Linux.