You can pay as much or as little as you want for Embedded Linux. You can get as much or as little commercial support as you want. By contrast, with a Microsoft OS like Windows CE, you're stuck with a structured pricing model that offers much less freedom to match your embedded system's precise requirements. And what Tiemann says about the cost benefit of Linux doesn't only apply to per-unit license fees. It's also true of the development tools used by engineers to create the system.
Alternate source mean reduced risk.
In the past, there were no alternate sourced operating systems. Now, Linux has changed the rules. Because Linux is open source, it offers an unlimited set of alternatives. If you don't like your Linux distributor or development partner, you're free to pick another one. Or do it yourself.