I use Windows because pretty much every program ever runs on Windows. Buy some weird device? Hey, it has drivers! Want to play the latest game? Hey, there's a Windows version! The same is simply not true of other platforms. The reality is that it's the most popular OS, so when someone can only write their computer program once, they do it for Windows. It sucks, but that's how it is.

I use Linux for pretty much all my work, though, preferring a Linux VM to a Windows-native setup. I have tried to make Powershell usable, but the console is terrible (and the replacements are equally bad) and the language itself isn't that amazing. (Their "curl" equivalent requires you to open IE once to activate some setting, for example.) I also hate putty. Never in the history of computing has a program made it so difficult to use the same font for every server you connect to, or to talk to something on a serial port, etc. The way Windows deals with serial ports and the like is so silly that I just have an RPi on my desk for interacting with USB devices... I ssh to that, and then don't deal with Windows anymore.