Because a handful of programs and likely my job will force me to use Windows. I'm interviewing next week for a position where they'll give me "all IT equipment", and there were several technical questions about Windows in a prior interview, so no Linux there.
Still, whenever I can choose to do so, e.g. at home, I pick Linux.
That's literally been the types of jobs I've been applying for, and they always want me to be an instant expert in their proprietary SCADA/DCS/PLC software even for "fresh graduate" positions. Not using proprietary software is tantamount to not working in manufacturing engineering.
Just go ahead and ask them. I mean I don't know anything about your job, but usually nowadays there is little reason to stick to Windows with Office 365 and stuff.
Most of the time it just never got challenged because no one cared enough. So it's not like they "insist on Windows". It's "they didn't bother yet".
Of course you'll likely be faced with the myth of maintenance. Counter that with security (homogeneous environment is very good against malware and such) and missing license costs to convince the C*O. Done.
For general use, Linux is fantastic. But as other people have said, some software only works on other systems. Also, some software does run on Linux, but not acceptably so (for example, SteamVR).
But as other people have said, some software only works on other systems.
For most of the general tasks that people have traditionally used computers for, it seems that most people nowadays generally just use their phone. Usually when anyone decides to use an actual computer for something, it's because they have a task that requires them to use some specific piece of software, and that software is unfortunately often only available on Windows/macOS.