Moving data between programs is a nightmare. Users experience maddening confusion when they're trying to print something as they realize the sequence is completely different in their tax software than it is in their word processor. Or one operating system for my department and a different one for yours. Multitasking is unheard of, except in very technical circles.
People are reluctant to try new software.
Life's tough for developers, too Without Windows, life is hard for users, and it's tough on developers too. Software companies' success is constrained by the size of the niche operating system they choose, and they gamble that their choice will survive. Markets are so small that it's rare for companies to reach the critical mass that enables prosperity and innovation. Technology is not a booming industry. Software itself is vastly more expensive.