Too many reasons to list.
I'll try to tackle the major ones, though:
1) Most people don't realize they're paying for Windows. As far as they're concerned, Windows is the computer (or came with it, if they're informed enough to realize "PCs" are PCs that come with the Windows operating system and not just non-Macs).
2) The large marketshare of Windows brings more support. More support keeps it at a larger marketshare. Since Windows is so popular, hardware manufacturers would be stupid not to create Windows drivers, and software vendors would be stupid not to create Windows versions of their software (Can you imagine how the iPod would be doing today if Apple had said "No, we're not going to make iTunes for Windows"?).
So that means some hardware won't work for non-Windows operating systems. That also means some software won't work for non-Windows operating systems. You can see even on Yahoo! Answers that unbiased opinions about Macs tout their advantages but also mention that Macs can't run Windows-only software unless Windows is actually installed on the Mac.
If you want to use AutoCAD, you're using Windows. If you want to play the latest graphics-intensive commercial games, you're using Windows. Windows has lock-in.
3) People don't like change. Again, even though a lot of people consider Macs to be "easy" to use, you still see trepidatious Windows users here on Yahoo! Answers afraid of change and wondering if they'll be able to learn a Mac or if it'll be too difficult. People are used to what they're used to. At least most people have seen a Mac computer... and then you still have people afraid of Macs? Imagine trying to get them to switch to Linux, then, when there is no Linux equivalent of the Apple store.
4) Linux is relatively unknown. Most people haven't even heard of Linux. And if they have, it's most likely in the context of servers, not home computing with desktops and laptops. I know a great little restaurant in my neighborhood. But more people probably eat at Olive Garden. Is it because Olive Garden has better food or more reasonable prices? No. It's because they've heard of Olive Garden. Same deal with Windows - name brand recognition.
5) Linux isn't advertised. Microsoft has spent hundreds of millions of dollars telling you Windows is a life without walls, telling you that Mojave is Vista without the bad rap. Apple has spent probably just as much telling you that Macs are hip and cool and (Windows) PCs are unhip and uncool. What have people heard about Linux? Nothing. Maybe they've heard it's a geek's OS that requires typing commands in a terminal. Yeah, great advertising.
6) Linux's preinstalled options are limited. Yes, it was a step in the right direction for Dell to start up a Ubuntu line. Yes, now all the major OEMs (barring Apple and Samsung) now have netbooks featuring some form of Linux. But if you look at how those netbooks have been implemented and marketed, it's been kind of half-a s s e d. So people see that there's Linux on there but have no idea what Linux is. They just see that it's cheaper. Meanwhile the top of the page says "Dell Recommends Windows Vista" and "Do you want to upgrade (from Linux) to Windows XP?" So people get the impression that Linux is this second-rate thing. Not only that, but most Linux distros that are preinstalled are crippled in some way (limited repositories, bad interface, bad security) or not tested well with the hardware. So Windows users bring these things home, see that they can't install their Windows programs on them, get confused by the interface, and then return them. Who would blame them?
And if you don't get the limited preinstalled options, you're basically gambling when it comes to hardware compatibility. Do you think people who experience problems with Linux installations they do themselves think "Oh, it'd be just as hard to install Windows if I didn't have the proper drivers, and this isn't the fault of Linux anyway, since some hardware manufacturers like Broadcom and Lexmark don't support Linux"? No, they think "Linux sucks. Why is this so hard?" And then they give up.
7) Lastly but least importantly, Linux isn't perfect. There are flaws. There are many things Linux does well, but it has its pros and cons, just as Windows and Mac do. Some people may genuinely have given Linux a shot and decided it doesn't fit their needs. For example, for 99% of software you want to install, software installation is as easy as pie in Linux, since the package manager takes care of everything, but if the software you want is obscure and outside the software repositories... good luck compiling it yourself!