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Linux kernel is capable of acting as an EFI application and can be booted directly. The use case for a shim is just that you have to deal with this additional party unlike a typical secure boot implement where the vendor making the OS controls the key such as with Android phones.
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I think Microsoft is correct about this. It's a consequence of using GPLv3. GPLv3 forbids a secure boot setup with an immutable root of trust rather than it always being possible for the user to use the key of their choice. If you use GPLv3 you forbid setups with hard-wired keys.