I browse my file system a lot with the keyboard by typing the first few letters in a file name, and if directories are sorted on the top, that means getting to a file starting with the letter "F" is way more difficult when there are also directories named with "F". It also makes things messy when you have related files and folder. E.g. how Firefox saves a website as a "page name.html" and a directory with the assets "page name files". Suddenly these aren't grouped together and copying them together means scrolling back and forth.

At least in the Finder on the Mac you can turn your preferred behavior on (it's in preferences/advanced). On Windows AFAIK there is no setting for it.