I think it's part of their philosophy. They don't want to encourage people to use a non-free operating system.

edit: also, supporting windows is a lot of additional work

> also, supporting windows is a lot of additional work

Yeah, GNU tools are generally written to assume a Unix-like environment. As a result it's relatively easy to port them to anything Unix-like (the BSDs, OS X, etc.). On Windows, Cygwin provides a Unix-like environment, so it's relatively easy to port things to there as well. But to making things work on "native" Windows requires a bunch of Windows-specific porting. That isn't impossible (e.g. GNU Octave has a Windows port), but it requires there being Windows developers interested in volunteering to do it.

I also think it's because of their philosophy. We now have VirtualBox, Cygwin, etc. So I think it's OK to keep this philosophy.

Also Microsoft isn't doing themselves any favors by not supporting C99 in MSVC, though 2013 is supposed to be much closer.

Windows seems to be quite passive-aggressive about designing everything to require its own proprietary components.