Two reasons:
- Integration with the OS
- UI consistency with other frequently used applications

Please don't take this to a religious level (MS vs Linux or some such...) The simple fact is that the real power MS brought to the world was a set of tools that more/less worked together using the same structures for commands and menus on a low cost platform. If you learn one app you can fumble around in the others until you figure enough out to do what you were trying to.

It is not my intent to throw out flame bait, just another perspective.