It's incredibly useful basic functionality that both Finder and explorer inexplicably lack. This alone makes Linux desktops far more friendly even for novice users who want to do something beyond sharing gifs on web forums.
Novice users.
Why would a novice user want SFTP built-in to their file manager?
To that point, I'd be willing to bet money that any user that even has access to an ssh server they'd want to use either has the technical know how to set up those tools themselves, or has an IT person who can do so for them.
Other OSes lacking this is why everyone keeps their data in silos.
- It's slow
- Middle-click don't open the folder in a new tab
- It doesn't natively handle SFTP mounting
- The visual fixed arrangement of icons can be weird- no explicit refresh - if you're using network shares you often won't get an update notification, but have to go out and in again
- insistence on abstractions - I don't want to click through all the folders, sometimes I have a path ready to paste