I don't think lock-in is the reason. The reason is more that companies like Asus and MSI have a global presence and their products are available on store shelves everywhere. NVIDIA avoids having to deal with building up all the required relationships and distribution, they also save on things like technical support staff and dealing with warranty claims directly with customers across the globe. The handful of people who get an FE card aside.

Nvidia probably could sell cards directly now, given the strength of their reputation (and the reality backing it up) for graphics, crypto, and AI. However, they grew up as a company that sold through manufacturing and channel partners and that's pretty deeply engrained in their culture. Apple is unusually obsessed with integration, most companies are more like Nvidia.

Apple locks users in with software/services. nVidia locks in add-in board manufacturers with exclusive arrangements and partner programs that tie access to chips to contracts that prioritize nVidia. It happens upstream of the consumer. It's always a matter of degree with this stuff as to where it becomes anti-trust, but in this case it's overt enough for governments to take notice.