1. It works
2. Lets you use professionally produced, widely supported, best-in-class software, with support
3. Hardware works out of the box, rather than taking a week to get it working, if supported drivers even exist
4. Updates less likely to brick your hardware
5. Your company's IT department, your ISP, etc will help you fix it
6. You don't have to tweak configuration files by hand, run a series of commands, or call up your cousin's nephew who you heard has used this thing before