Basically, Windows for scientific software is as bad as Linux was for 3D FPS gaming fifteen years ago. Just ask anyone who has tried compiling anything scientific under Cygwin.
And don't get me started on MS's own compilers. They STILL don't support C99, a sixteen year old standard for one of the most important programming languages!
I think the reason why the top 500 HPC clusters are using linux is the price of the operating system and not the functionality.
And yes, lots of data aquisition stuff is Windows only, particularly the stuff that gets sold along instruments. But then, in that category, the trend seems to be requiring a (preferrably air-gapped) PC running XP. I've even seen stuff running only on Win98 still in use, and I've seen software for rheometers that is STILL distributed on 3.5" floppies. And don't get me started on the "needs-crypto-usb-dongle-to-function" stuff - someone should really tell them that the $300k instrument is a sufficient protection against software piracy.
I kind of gave on Linux a couple of years ago when at the same time when Apple had totally neglected the Mac Pro all you could find from the Linux community was how cool the latest 3D effects on the desktop where and chromium was much better than Firefox. Trying instead finding something like say a 2D library more modern than Cairo and there's a deafening silence.
Yes, I'm exaggerating a bit and there is some good developments. Like CERN making waves in electronics by hacking on KiCad. Though I'm sure they would be happier if they could replace Wx with something more modern, which I'm not sure the current alternatives are.
Also, when you start getting into scientific software, very few projects explicitly state "Runs best on Linux" even though that may be the case. If you are looking for examples though, I will give some: PETSc/Elemental/Trilinos/etc Clawpack/PyClaw/OpenFOAM/etc Gromacs/NAMD/HOOMD/Quantum Espresso/etc Julia/Nimrod/etc Paraview/VisIt/VMD/etc OpenMPI/MPICH/MVAPICH/etc ImageJ/Fiji/etc GNU Radio/RTL-SDR/etc
There's tons of it out there!
For my purposes Linux is dead simple to use, well documented (most of the time), and does exactly what I need it to do which is to stay the hell out of the way while I burn cycles on real work.