A very simple answer: Xorg has integrated PostScript support which makes rendering .ps files very easy on Linux. Very few tools were ever developed to do this on Windows, to the extent that using Ghostscript ported from Linux is still a common approach. It's still a pain to deal with PostScript files on Windows, and obvious tricks like using ports of Linux viewers that support .ps generally don't work on Windows because those viewers were just leaning on Xorg to do the hard part.

PDF would have a similar problem, but Adobe leveraged their previous work on other products so they basically already had the rendering engine for Windows and it gained traction there.

Keep in mind that both Postscript and PDF were principally designed by Adobe. Adobe designed both because they were intended for different purposes, and this stands today.