Because it means you're (probably) going to be running Windows on your servers, which isn't cheap.
But the thing is if you go with windows, you're eventually going to have to support linux too just to get a the wealth of open-source codebases like say Redis. I mean its certainly possible to run Redis on windows via cygwin but you're 32-bit limited, and its a pain to actually install and get everything working.
On Fedora it's "yum install redis", and you're done.