Because Windows is a security risk. And a pain to maintain. It is much more difficult to automate useful tasks, multiple-concurrent-user support is shoddy at best (which means if a user wants me to configure something, half the time I have to log them out to do it), and the "superuser" doesn't have superuser privileges all the time.
But this isn't really a Winbashing thread. So, although I could rant for hours, I'm going to go back to writing stupid little VB apps to make my users' lives easier rather than just installing Mandrake on all their machines.