I wasnt aware that it couldnt dual boot windows. I would say thats an issue Apple and MS need to get on. Being able to dualboot Windows and take advantage of MacOS for certain professional applications has always been a major sell for Macs, and its a fairly sizable market for MS.
The reason SE havent introduced support for Mac Studio will likely come down to market share. The majority of players arent on Macs, its a small gaming market, and the vast majority of Mac players arent going to be using studio devices but Macbooks or imacs.
Doing a little resarch, Parallels can get Windows running, but I dont know how well a VM would cope with XIV, probably badly, if at all.