I agree James. A large part of the problem is cost; not just the cost of Windows licenses vs free Linux, but generally there are Unix/Linux/Open Source people, and Microsoft people, without a lot of crossover. So you either need people who know both, or two sets of techs to handle it, which costs money. I think that's why Windows hosting is usually added later, after the company is profitable and can afford it.

Linux hosting is generally first, probably because of people starting hosting companies being geeks, as someone mentioned, because the OS is cheaper and arguably more secure and versatile, and because *NIX has historically dominated the internet server market.