While what you’ve said is generally true, I want to address this a little if I may.
Windows server users need not put up with lack of permalinks. There are a number of rewriting modules available as ISAPI extensions for IIS and ISA server. Even free ones for people who are self-hosting.
They work extremely well.
If you’re hosting your wordpress on a windows server and you read this post, ask your host to provide this feature – it’s certainly a desirable feature that windows hosts should be providing since they’re already providing php support.