I know there's some law that speaks to this (can't remember the name - it's some extension of the 80/20 principle), but basically because Windows filled a niche better than anyone else (desktop market) to start with they gained a disproportionate share there. And it basically snowballed from there - since it was the most popular platform people designed more for it which made it more popular which drove more people to design more for it which...
Is it better security? Probably not. Better stability? Probably not. More efficient? Probably not. But is it better? Absolutely - if the perspective of comfort. People KNOW Windows because they use it at home and in the office. Right, wrong or indifferent the fact that people are used to it plays a huge roll in its continuing desktop dominance, and that's not likely to change anytime soon.
For servers it's NOT dominant - it might be in the small/medium business segment (pure speculation on that), but that's probably it. The Internet is not Windows-driven, nor are mainframes (still ubiquitous in large companies).
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