Because it does not have into be managed by a foreigner. The baseline Linux kernel can be modified at will to a US-government specific version.
BTW, that article doesn't actually have Microsoft modifying the Windows OS itself, or actually opening it up for inspection by the Navy. Instead, they're developing apps and doing systems integration. But they could do that for a Linux platform, too.
And given Microsoft's security problems (which are probably tied to extremely poor configuration management in the OS kernel and libraries, IMNHO), I think the USN is making a bad mistake. I would NOT trust Microsoft in this matter until they've actually had a substantial length of time between major security flaws getting exploited.
Hackers are the ones to blame for computer attacks, no one else. And just recently Eric Raymond admitted some Linux people had recently launched denial of service attacks. Pretty obvious who is to blame in such incidents.