1. Power management on certain chips is simply better than anything Linux has to offer (AMD Zen+ mobile for instance)
2. Modular driver architecture with drivers that aren’t complete jank to manage and install. A lot of people see this as a pain point, but in reality it’s not such a bad thing, especially nowadays.
3. This is a given, but as lots of stuff runs on Windows (namely older games), you can only really make stuff for Windows on Windows. So if you need to develop Win32 software, you really have to use Visual Studio for proper development. Mingw cross compile exists, I know, but that’s never going to be as good.

Number 3 is keeping me on Windows. I make mods for old games and I need Visual C++. I almost got the compiler to run under Wine but who knows how it would behave if it did run.