Like you, I have noticed this type of material to be always Linux focused as well and wondered why. I'd love to see something like an Over The Wire security challenge game that is based on Windows or manOS if anyone knows of them.
I think it might be because microsoft charges money for windows licenses and you can't keep it free of charge and pay for licenses for the lab vms. But for exploit labs,you just need to give learners the samples and/or something like an ansible playbook to setup the vm and they can run it on their own box.
I haven't gotten to this myself, but there's also UnderTheWire[0], which focuses on PowerShell.