It's a very simple answer Apple has guaranteed that your data will stay on your device and stay secure. This is generally trusted because Apple has a track record of keeping user data secure on the device or encrypted in the cloud even in ways Apple cannot access. Point is, when Apple says they are going to do this in a way that respects privacy, and they outline the technical details of how it will work, people trust that because there's a track record.

Microsoft has no such trust. They have a recent track record of being intrusive and using dark patterns to persuade users to give Microsoft their data, for example in Edge there have been new feature pop-ups that require data sharing with Microsoft and the two options are 'got it' and 'settings' so accepting requires one click and rejecting requires 4 going into the settings menu and changing a few things. Microsoft is also heavily pushing Copilot which is mostly cloud-based. Furthermore, Microsoft recently showed a system that would basically screenshot your computer at very regular intervals and store them in an insecure manner. Granted it was on the device, but the way they were going to be stored meant they could be stolen with two lines of code. And let's not forget that Windows 11 cannot be set up without a Microsoft account, so to even use your computer you have to share your email address with Microsoft. In this and many other ways they just do not act like a company that respects privacy at all, they act like the typical big tech give us everything or we will make your life difficult type company that nobody trusts.