If Microsoft would start following Apple's example, and start building their own computers, designed so that they would only run Windows, and writing Windows so that it would only run on those computers and a specific set of peripherals what happens to all the other PC and MB manufacturers?
About the only market they'll have is linux.
I’m not sure what would happen in your case. Microsoft’s business model, even the initial success of Microsoft, is dependent on the current structure, and I don’t think they could ever go the Apple way. All the manufacturers would vie for the supply contracts, creating a lot of competition (and associated technological advancement) to get them.