The thing is that hardware is optimized for DirectX & Windows usage. Also, since Microsoft has the biggest market share, they dictate what comes next. OpenGL might not be bad (I know it isn't bad, I've used it more than DX), but still it's only adapting DX features. So every OS which does not rund DX natively will always be 2nd to one that does.

Also, to be a mit more on-topic: the UDK has an extremely steep learning courve. I couldn't wrap my head around it.