Microsoft likes to use DirectX to launch the newest OS they have for sale. Microsoft has almost unlimited resources and lines of credit. They can dump a billion dollars a year into the newest version of DirectX if they want to.
Also if a game company wants to use some obscure new DX function they can call up somebody at Microsoft and have a programmer leased to them until the issue is solved.
If the drivers for a major hardware company is having problems with a new DirectX API, You can be sure Microsoft will throw money at the problem to make it go away.
OpenGL doesn't have this vastly wealthy champion to ride in and fix problems in a timely fashion.
If DX didn't run at least a little bit faster, then I'd have to ask, "where is all that money going?" Of course newer features are often faster and more consistent across GPU's.
Personally, I'm not going to help MS black-ball people into buying a new OS.
If you choose one or the other, I'd say you should choose which ever one feels most natural for you, I modify this point with a few more as follows.
I started with OpenGL because it made sense to me sooner than DX did.
Now I also consider cross-platform issues.
I also now consider this to be an ethical issue as well.
I do not like how Microsoft does business and I am not going to help them any more than I have to. This is no different then the idea of voting with your wallet. If you do not like how they do business then don't support them any more than you have to. If money is all you think about, then team up with MS and you'll likely be very happy as well.
If you feel that DX is the better API then use it, otherwise don't, or learn both.
There is no "war", this is drama and rhetoric for people who are upset at having to learn more than one thing, sort of like-> "Use what I prefer or you're a stupid-head!"