Back doors are written into programs to offer control to someone other than the user. Typically the company that produced the software or someone else they authorize.
This article is more about encryption than it is about back doors, but I see why you brought it up.
The reason I am not terribly surprised by Microsoft's inclusion of a back door is because how they've behaved in the past. Microsoft is big on control. They don't want you to be in control of your computer, they want to be in control of your computer. They want to say, "It's our ball, so you play by our rules." Furthermore, they can offer (read: Sell) that control off to other parties at their leisure. Suppose the MPAA wants to poke around your computer, cool with MS, just give us a couple hundred grand. Or the Government wants to do it. Cool.
I don't see why Anti-Virus software needs a back door. Anyone have thoughts on that?
As for Apple and OS X, the user paradigm for them has been pretty consistent over the past 20 years. They make tools for people to accomplish things. What you do on your computer is pretty much your business. They don't have strict DRM checks (except for iTunes, and that's not even strict.) they don't manage where you put what. As I look at Apple right now/today, I don't see them writing in a Back Door of any kind. It's not the nature of the company. That may change in the future.