What do you mean by "implementing Direct3D"? Vulkan and OpenGL expose very similar programming models at roughly the same abstraction level.

If your question is "why use D3D [or insert other proprietary API] over platform-agnostic APIs", the reasons are many and varied. Better tooling, more mature drivers, more familiarity among team members, better support from the OS vendor, etc. That's not to say it's always the right decision, but I would never expect the quality of Vulkan or GL on Windows to be as high as D3D.