Linux can be fairly well-secured against state-level threat actors, but honestly, if your adversary is your own nation-state, then no amount of security is going to protect you!
For Microsoft and the other consumer-OS vendors, it is typically a bad user-experience for any user, particularly a paying subscriber, to lose access to their account and their cloud apps. There are many ways to try and cajole the naïve user into storing their recovery key somewhere safe, but the best way is to just do it for them.
A recovery key stored in the user's own cloud account is going to be secure from the typical threats that consumers will face. I, for one, am thankful that there is peace of mind both from the on-device encryption, as well as the straightforward disaster recovery methods.