It's so simple. It's because windows DID have a much better desktop experience in the past, for decades, and they built a trillion dollar company around it. It's no longer the clear winner though, and they are simply surfing the momentum of having an existing user base that doesn't want to relearn apps and UIs, apps and games that only work on windows due to the size of the user base, and general marketing and sales and existing corporate contracts.

None of this has anything to do with the quality of the desktop of Linux or windows. If Linux had 75% market share I promise you all those things above would quickly become true for Linux as well.