I use Windows XP primarily since it works well with most of the programs and hardware I want to use. I know my system could potentially be more vulnerable than others, but that hasn't been an issue for me since I keep it clean and protect it well. Unlike some of the other versions of Windows, XP is functionally usable and stable. 2000 was also pretty good. I've heard good things about 7, and it's what I set up on my wife's computer for her, but I don't like the layout of it as much (Yes, even after changing it. I prefer the "classic" 2000 layout, and don't use desktop icons, but instead us an HTML page I made with links that open up in Firefox. I use drop-up menus on the task bar for "My Programs" shortcuts, "My Computer," and the like. I rarely use the Start menu.), and there is simply no reason for me to use 7 over XP.
I'd like to get more into Linux for fun, and could likely find use from some of the open-source programs made for it. I've downloaded the full Debian package not too long ago, and played around with Gnome a little.
I'm personally not a fan of Apple products in general and find them to be less user-friendly. I build my own computers. And I avoid installing much of the useless bloatware.
I'm fine with anyone using any kind of system they want to use, and don't think I'm better than them because I prefer something else for my own reasons.
So to answer the question: It's simply that some people don't prefer to use Windows.