Last I checked, windows explorer lacked split windows and a popdown console, both of which i use constantly. Windows also lacks focus on hover, proper session restore, a simple, readable, usable applications menu, the settings were scattered between at least two different places with no real rhyme or reason. It also has built in ads which honestly kills whatever positives the ui might have.
Ehm, no, you are just used to it. In my not-so-humble opinion, it is Finder > Nautilus > Explorer.
In Linux, the taskbar and start menus are not a part of the file manager, but part the desktop shell. The most used one is Gnome, which doesn't have taskbar and start menu.