Because only Apple knows best about their hardware and there's a market for that. Apple also support Windows via Boot Camp - without that Windows would not be any more functional than say Ubuntu. It isn't like we are talking about full Linux port to their hardware - Apple's hardware deviates from standards for example - Linux people don't really have a way of knowing that. Only Apple could provide the glue required to enable those type of things.
Apple also is about creating new markets. They have so far consistently supported Windows too and that's also a market now - it wasn't so in the beginning.
What? Windows was huge even before macOS so supporting it was a good choice. On other hand how many people will buy MacBook just to install Linux? Where you can literally make the same things on macOS if you don't remember it's still good old UNIX system?
Making changes to support few hundred or fewer users who want Linux in a “nice package” is shooting itself in the foot. From a business perspective it simply does not pay. And what is Apple? Big money-oriented business. If you have a business and want to please everyone you will fall, it's just that simple.
They make money on users who don't even know what Finder is and rest so called “pros” should just don't give a fuck and use it as they usually do...
