I agree, security was never the major concern with a Windows based Hosting Environment, in fact there is an Apache version that is compatible for Windows that has a lot of the same benefits as it would on a Linux system, however in the end it boils down to performance. Windows utilizes a considerable amount more resources than a base Linux install would, making Linux the better choice right off the bat for many projects. However, when considering using languages such as ASP .NET or Java, then sure, Windows may be the better option for you, the same geos for consideration of Linux for PHP, Ruby, Perl, Pyton and other server-side scripting languages.
The other thing to consider is cost; it does cost quite a bit more to license and maintain a Windows based system. From having a Microsoft Certified Technician that is capable of working the ins-and-outs of the operating sytem, to paying for software licenses for the Operating System, MSSQL and if you go far enough Microsoft Exchange. Ths is why Linux will also always provide a cost-to-resource ratio that is better suited for most.
