* Powershell is more capable than bash, straight up.
* bash is easier to use; writing ad-hoc pipes etc. in PowerShell has never seemed pleasant to me, the commands are verbose and the contractions non-obvious; getting help is tedious, and options are often very long.
* Object orientation works well when you're dealing with meaningful objects. But often you just want to deal with a singular list of items, and it can make things more awkward. It's a bit like the OO - relational dichotomy.
* Interaction between PowerShell and Unix utilities is very clunky, because by default PowerShell will include column headers and formatting characters as part of the output. Something else that's unpleasant: PowerShell doesn't have a simple mode that can work well inside a terminal. I mean, just running PowerShell inside Cygwin mintty results in a copyright notice and an apparantly hung program. That's because it's using ReadConsole rather than ReadFile for I/O, but ReadConsole only works in Windows' horrible console windows. You can work around it with 'powershell -', but then you don't get a prompt. Similarly, running a PowerShell script requires echoing a return character to the PowerShell process to get it to exit! Literally: "echo | powershell -file <script file>". It's a bit ridiculous.
* Deeper Windowsy things like WMI or COM automation work infinitely better with PowerShell. In practice, the only time I use PowerShell is when I need access to something in this area; and then I'll take some arguments, do the PowerShell work, then output the results as text so I can do the main work in bash.
Powershell doesn't really feel like a shell to me. It's more like a SQL query command line and scripting language REPL hybrid. For example, something as basic as job control is almost non-existent. Forget about carefree application of '&' and 'wait'; that style of working, doesn't.