Why are power plant (and other similar) control systems in any way accessible by the internet?
Why are credit-card processor internal networks in any way accessible by the internet?
Answer: because it's what happens by default, and people are too lazy or too ignorant to configure appropriate safeguards.
Windows is more than capable of providing a secure environment for this sort of thing. Wat you're looking at is some shoddy work that was probably done by some contractor years ago.
[1] A handful because many of us are remote. Mine is a EeePC.
A VLAN would keep these computers on their own network, and firewalls could be set up on the network side to prevent this stuff from happening.
A MAC filter would do nothing in this situation, because you are using their computer. Even if you had a MAC filter, these computers would be white-listed anyway.