That way you contain the inherent mess that a Windows install will eventually devolve into. You also get the ability to snapshot states of your windows install, which makes it possible to mess around a bit and then roll back to a previous state.
You didn't tell what Windows software you want to run, but depending on your needs you could even do a pci-passthrough in this setup.
I do not recommend Ansible as someone else did. You will spend your days fighting a mix of yaml and Jinja. You will end up looking at Python errors because there are no static types. Never again.