But you can only sell your Xbox, PS4 or Switch game through Microsoft, Sony or Nintendo (correspondingly), and you have to agree to their terms and pay whatever cut they want to take of your sales price.
It's not an intentional one though, it's just what the tools happen to run on. Sony aren't going to come after you if you run their SDK in a VM or something.
Apple intentionally restrict developers to only use Apple hardware and software to keep the ecosystem contained.