Your point about backwards compatibility is the key one, I think. Windows allows space for experimentation by accidental virtue of the side effect of being so good at back compatibility.

If Windows didn't have to support a gigantic universe of old-yet-critical software, Microsoft would have radically reduced the API and feature surface and Windows would be as locked down as MacOS is.

If you can play around on Windows today you probably should be thanking some person who wrote a VB5 program to control a nuclear reactor in 1996 and insisted that it talk to COM1: (gulp).