A lot has to do with politics and control. 
In the late 90s, SGI and MS actually agreed to combine efforts:

http://en.wikipedia.org/wiki/Fahrenheit_graphics_API

SGI invested heavily in the project, MS did not. SGI needed MS more than MS needed SGI. The rest is history.

D3D and OpenGL are two very different APIs, it is up to the developer to choose which is right for your needs.