Oh lord.
There are many reasons, a lot of them are personal opinion based upon years of experience.
Not the least of which include;
Windows is poorly written. A lot of it is just old code they have had kicking around Redmond for years that was squeezed into later releases. Reusing modules is not a bad thing, however it's hardly innovative.
Windows is written to the least common denominator; they have a lot of junk coded around simple tasks so that simple people can understand them. Most unixes/linuxes, if used as a server (and this is most assuredly MY opinion) should NEVER be booted to a GUI -- in fact, X should not even exist on the machine. You have your command line toolset which provides you incredible depth -- the caveat being you can really screw it up if you don't know what you are doing.
Windows has only recently begun playing ball with the standards. The TCP/IP stack they shanked from FBSD, and I understand that programs like IE7 will actually adhere to more of the RFCs for http than IE6.
Generic binary updates. OK, bad idea.
MSCE proliferation. Did you know that you can go and take 7 tests and become an engineer? Gee, why did I waste all that time in school to get my BSEE? MS would have you believe that anyone with an MSCE is capable of managing your core business infrastructure.
It's 7 tests people. Most Unix/Linux admins have been hardcore geeks since middle school and hacked their first kernel by 14. I am not saying they are better because they started when they did -- some may not even have done so -- what I am saying is, they are passionate. They WANT to know what is under the covers. Knowing what makes a thing work, sets you apart from those that 'point and click'.
Windows and the 6 month turn-around for bug fixes. You're lucky if they even acknowledge them at all. If I were a business owner and my external infrastructure was MS Windows, I would bow down to the hackers on the planet who point the finger at Redmond and say 'fix your crap!' -- if it were not for them, you would surely be in worse shape from your competitors.
I can usually find a FBSD fix that I submitted in the CVS tree the same day.
The list goes on, and I am of course generalizing. i also realize that may have been meant as a humorous, if not rhetorical question. I felt like soap-boxing.

"It's always a long day, 86,400 won't fit into a short."