Paying for certification is what's required. Governments require various certifications to sell to them, and that certification costs money in consultancies. RHEL paid for the testing, they get a certification and access to the customer.
It looks like this is probably referring to EAL [1][2].
In a market with a large number of vendors interacting with a large number of relatively unknowledgeable buyers, an oversight team is going to try to find a certification to give guidance (and ass covering).
Yes, this is a barrier to entry, but it's also a learned behaviour as buyers get repeatedly burned.
I would argue that this is equivalent to requiring your plumbers and electricians to be licensed.
It's easy to see conspiracy everywhere, but the truth is usually much more mundane. It costs a lot of money to security-certify an OS, so they probably only wanted to certify a small number. Windows is obviously the most-used desktop OS for PCs, so that seems the logical choice.