Running anything other than older Windows games likely won't be possible on Apple Silicon running via VM.
BootCamp is much more complicated. If you check out the Asahi Linux blog, one of the issues they've faced is, unlike x86 systems from AMD and Intel, there aren't standard processes for ARM for booting and loading the OS. For BootCamp to work, Apple and MS would need to agree on a standard boot process. Apple would also need to provide WoA drivers for all the critical hardware, including DirectX drivers for the GPU.
I would guess that Apple looked at the data and found that the number of users dual booting their systems was too low to bother at all, or at least it wasn't enough to make it a critical launch feature. Ditto with eGPU support.
For MS, it's a mixed bag. Apple has a rather commanding performance lead. Even with the performance penalty of running in a VM, M1 can run WoA faster just by brute force compared to MS's own Surface Pro X. It's a double-edged sword. Mac users are a potential new market, and would boost WoA adoption, but potentially at a cost of MS's own hardware sales.