This is a complicated question; but in short; I think the answer most likely lies in the age of the operating systems, and their roots.
- UNIX is C, so that's that.
- Linux is envisioned as a straight-up clone of Unix, (Fine, this is slightly inaccurate, but close enough for this discussion) and as such, it is more or less written in C.
Windows is an old operating system; and one that is built by stacking hack upon hack going back all the way to Windows 3.1. C++ is heavily favored, and in .NET, C#.
This new influx is of course based on whatever agenda Microsoft has with that platform.
Mac OS X; on the other hand, is a (comparatively) young operating system, and its new parts (while still quite old, being inherited from the NeXT and whatnot) are all based on Objective-C because, "Hey! Why not?".
As backwards compatibility was not among the list of priorities with Mac OS X 10.0; the C/C++-based Toolbox and Carbon got the short end of the stick, and the entire operating system was more or less made as a reskinned version of NeXTStep.
The issue with Obj-C is that the power of the language comes mostly from the sizable frameworks, the generally high level of integration into the system, and so on. It's almost impossible to get a good jive like that going without a clean break from backwards compatibility and, as such, it would never really stand a chance on any platform that didn't dare to do this. Apple, with a small (at the time) and devoted user base, dared do this, and struck gold.
Microsoft is now trying, but are, in my humble opinion, failing. ("Failing?! .NET!? HOW DARE YOU!?": With 4 major revisions in about 8 years, they are doing more growing than maturation; which may be a good thing, if they can turn it around.)
Edit: There are some projects attempting to port OpenStep to Linux, but they are a bit clunky and hard to use; there are also smaller projects on NS/OS-likes with smaller problem domains, but it's uphill work.