Microsoft’s Secure Boot has been broken for a decade and no one noticed until now
(www.welivesecurity.com)
Because it's proprietary and in 99% of cases actually means "Windows Boot", and isn't very compatible with other OS. Windows is basically in charge of the entire technology and doesn't have a history of being friendly to other OS.
For a while Linux was completely blocked by this setting, which was yet another technical barrier to getting into Linux because you had to fuck around in your scary UEFI settings otherwise your PC would be soft-bricked after installing Linux. Nowadays it's slightly supported by some distributions but Microsoft could of course change it at any time.
Further reading: https://wiki.ubuntu.com/UEFI/SecureBoot