They make less money, but it raises "market share" which is what Ballmer gives a fuck about. Remember that Windows PC people care about winning some imaginary war against Apple.
We can sit here and say "I don't like Windows because it...
* Has shitty multitasking
* Has shitty memory management
* Has shitty security
* Is a big DRM scam
* Is made by corrupt buffoons
Whatever. We can say why. These are people who say "I hate (Insert "Macs" or "Apple" or "Linux" here)," even though they've never used the stuff. They know they hate something they know nothing about.
It's all because it's a big war to them. Remember, there's a whole lot of people who don't like Windows and MS, and somehow these jokers see it as a threat to them personally, since it casts doubt on their "choice". That is, they're afraid they might be wrong, so they have to constantly make up stuff about how they "like it" or how it's "just as good"... when it's all a lie.
A 2GHz P4 with a 2 month old install of XP starts slower than my Power Mac 6500 (250MHz PPC 603e) with OS 8.6.
So bah.