Whitespace in filenames in general is difficult to deal with. Many, maybe most, programs get it wrong. It's not just about shell scripts, many GUI programs fail to handle those files properly too.
To mishandle spaces you have to split an input w/ filenames by whitespace, which is not that common of an operation outside of a shell.
If you actually test this, you'll realize a ton of Windows programs get it wrong.
Also, in general this is a poor argument. The goal of Linux isn't to be as much like Windows as possible, because Windows sucks ass. Nobody in their right mind would use Linux if it was just Windows but, presumably, shittier. The entire appeal of Linux is that it isn't Windows, and it isn't MacOS.
Even zsh has fixed this. It's just /bin/sh and bash that are annoying.