When Windows 95 came, (if I'm not wrong), it had an accompanying HIG book backed by actual research - I think their main inspiration was book pages, but I can't be 100% sure. OK (Confirmation) intentionally was on the left side, far away from accidental click, assuming this is a destructive, irreversible operation. "Cancel/Close" on the other hand, is closer for most users (right side), and it will just close the window.

Making Confirm/Cancel buttons this way makes no sense. I'll assume they added this just because it looks cool, as someone mentioned as well.