The only value kernel mode anticheat manages to bring on Windows is that it puts up a significant work barrier to both modifying the kernel and doing so in a way that doesn't trigger the kernel mode anti-cheat detection. With a kernel made to be easily customized by end users and no kernel mode anti-cheat protection trying to detect such modifications then any verification the kernel could provide would be meaningless.
It's not actually the message from the kernel that provides the value, it's the work needed to fake such a message.
True, but the main point of a kernel mode anticheat is the ability to verify that the OS and game isn't being tampered with. If the OS has that capability already built in, then the needed for a kernel mode anticheat diminishes.
>they certainly would produce a loadable module if there was enough install base to justify it
It's not realistic for there to be such an install base to support such complexity compared to having them implement a simple API into their game and server.