Apple explicitly said that they won’t support direct booting of alternative OSs.
This isn't quite right. They do explicitly have facilities to allow other OSes to boot, and Asahi Linux makes use of those.
Apple (according to the Asahi folks) hasn't really thrown in deliberate roadblocks. They just aren't helping the project either.
The real problem is that BootCamp-on-Apple Silicon is technically far more complex than BootCamp on Intel Mac. It would need new drivers for everything (particularly accelerated graphics) as well as, probably, patches to Windows itself to work with Apple Silicon firmware and boot systems.
Yep.
You need a whole bunch of drivers (ranging from things like the keyboard, which on the M2 MacBook Air is no longer USB but a custom SPI protocol, to more obvious ones like the GPU), and you need a device tree of sorts (what Windows calls a HAL, and macOS calls the IO Registry) to even figure out what devices exist. That's standardized on x86, was standardized in OpenFirmware on PowerPC Macs (I'm not quite sure how it worked pre-OpenFirmware, but I think pre-OpenFirmware was also pre-PCI?), and isn't standardized at all on ARM; Qualcomm has one way of doing it, Apple has another. I'm not sure about Raspberry Pi; Broadcom's might be similar or the same as Qualcomm.
A VM can just translate & pass calls to the MacOS drivers, and emulate already-supported firmware and hardware.
Yup. The CPU virtualization is already done by Apple's Hypervisor.framework, and the device tree and available devices can just imitate whatever Windows likes / already has drivers for, regardless of what's physically correct.
(Plus, VirtIO standardizes this further, where something like macOS's Virtualization.framework can provide a virtual network adapter and virtual disk drive, an engine like Parallels can pass that through, and Windows can come with suitable drivers built in.)
Native Windows-for-Apple Silicon isn’t impossible, but would probably mean a collaboration between MS and Apple
It depends on the extent. Basic stuff should be possible for Microsoft to do; Asahi Linux has done it. Apple may frown on more advanced aspects such as reverse-engineering the GPU. Some devices like the camera might just work out of the box.