I'm annoyed that Microsoft insists on going forward with a proprietary OS that does not conform to standards that pretty much every single other OS does. Sure, platform specific issues do happen for other OSes, but they are rare. They are extremely common for Windows.
For sure, I have no obligation to fix Windows specific issues in my projects. All of my projects are done in my spare time and given away for free. But Windows specific issues are still annoying and disappointing.
Another aspect of this that is annoying is that major, mission critical open source projects have to dedicate so many resources to Windows. For example this bug in ClojureScript: https://github.com/clojure/clojurescript/commit/80d46bdb7969...
Imagine if the Clojure team didn't have to worry about file separator differences, and the multitude of other Windows annoyances. How much extra energy, time and resources would they gain? I suspect a lot.
EDIT: And I would also say I have every right to complain about Microsoft. Ignoring standards and doing their own thing for their own financial gain at everyone else's expense is definitely worthy of complaint. Also see Internet Explorer.