> Shouldn't a real OS and filesystem be capable of removing something in use?

It's a choice. Windows specifically uses DLLs as non-dirty swap, i.e. if the memory manager want's to free up pages it may free memory pages used for mapping a least recently used DLL because it will not require it to write any "dirty" memory. A DLL page can never be dirty. Windows knows that it really easy to read in the image again (from the DLL) - so it can just kill the page and reuse it immediately. But then it has to know that it can get the exact same memory page back from the DLL. If the DLL has been deleted or changed that would lead to some strange errors.