The advantages for Windows hosting all seem to surround the fact that it is Windows.
If you are intending to use Microsoft devised programs for web design, or your web site relies heavily on .NET or .ASP scripting then is likely that Windows web hosting is not a choice, it is the only option available to you.
Once you have designed a website in Front Page and decide that you intend to use that website design online, the simplest solution would be to choose a web hosting platform that supports those file extensions, or can at the least install an extension to the running program to allow you to easily recreate the design.
When you look at the .NET and .ASP scripts and come to the conclusion that they will be the basis for your website operating parser then you leave yourself no alternative to Windows web hosting.
The final benefit to hosting on a Windows program is that if you’ve ever used a Windows operating system before the programs are similar.