Antilycus: Blame Windows, not the software developers. Multithreading in Windows is unnecessarily difficult, and prone to crashing the application. It's not that it has to be hard, it's just that Microsoft's OS still holds on to garbage code they wrote in the 90s.
Believe it or not, writing multi-threaded code in Windows is not any harder than on Linux. In fact it was easier for a time until the Linux camp finally caught up several years ago on threads - before you had to utilize multiple processes instead. I don't know what your background is, I'm a professional C++ software developer.
What holds us these days is the kernel since it's still single-threaded. That holds true for both Windows and Linux.