Your windows machine likely have more lax permissions for the internal LAN. It's easier to try and install a keylogger, and steal your passwords on various sites, card numbers, etc.

This all gets bought and sold on black markets, and gets used weeks and months after being stolen. Spam sent covertly from your mail account, mystery charges on your CC, etc. Not pleasant. At the worst case, a full identity theft, then behold a $30k loan taken in your name, for you to repay with interest.