Ahh, nostalgia...
Why did they change this system in the first place?
Because that's not secure. Without the key which Microsoft has helpfully provided it is impossible to run arbitrary code: every step in the boot up sequence needs to be signed and verified by the step before it, all the way up to the boot ROM. So long as the boot ROM is safe, each step below it is safe. If you can turn that off, or replace the stored key, then you've left a crack for hackers to get in and replace your good code with malicious code.
There's places that this is very, very good, like an industrial factory with giant robot arms and conveyor belts and high temperature ovens: if a hacker manages to get into one of these and replace the firmware they can do significant damage, millions of dollars in damages, and even kill people, but since the system is locked with an unalterable ROM from the initial boot, any changes are immediately caught as soon as the machine turns on.
Your desktop computer is probably a lot less critical, if someone manages to drop a virus into your boot loader they get some credit cards, maybe a couple dirty pictures you thought you deleted, but nobody is likely to get killed over it. In exchange for this "security" you are unable to install alternative operating systems: the cost outweighs the risk, in my opinion. The only reason it should exist on general purpose computers is to lock down the customer to a specific operating system, which Microsoft and Apple are actively trying to do, with a disturbing amount of success.
If you do have a need for a locked down machine that cannot be altered without your permission (like you work for a bank or something else high risk) there are thousands of options, it doesn't need to be a general solution.