Amen brother! You have no idea how many times I have said that too.
Sometimes a business has to make sacrifices in order to push forward.
I know OpenGL is a competitor with Direct X, but we all know Direct X won't run on all platforms.
OpenGL might make Direct X obsolete if they supported it, but at the same time, their games will run on all platforms and they can sell more.
So which is worse?
How much money have the put into Direct X?
I'm sure their Xbox success is a major factor in Direct X development. As long as Xbox is successful there is no reason to make games OpenGL compatible for other platform.
Microsoft has always taken the "Monopoly" stance with everything they develop.... and will eventually be their downfall.