IIRC from reading the book PayPal Wars, Elon wanted to switch PayPal over to Windows because he saw it as the future. At the time, PayPal was on Unix. Max Levchin and the other main programmers didn’t want to switch. The disagreement on platform eventually came to a head and Elon was replaced by the board with Peter Thiel.

If you haven’t read PayPal Wars, it’s a great book.

The Elon Musk biography has Musk's side of the story in the appendix. Paraphrasing, but basically he saw the tooling for Windows software development (Visual Studio etc) as being more coherent/batteries included/practical, in part because of Microsoft's investments in gaming and needing those tools to work on commercial games, which were stupidly complex even back then. Keep in mind Musk had some experience in the gaming industry. I'm not familiar with Linux, but it was likely rudimentary by comparison at the time.

Another good point he brings up is that you could find a lot of smart engineering talent, who is working on games, by using their tools/language of choice. SpaceX uses a similar tactic on a more subject matter level. People that can understand 3D game programming are probably a great pool of talent for writing rocket software.