Why not? There are plenty running on Windows.
windows cannot be made as safe either, simple things like running agents as their own user rather than your user
Noticed Ollama has a Windows version, ok, I just wonder why, but that is for desktop, but WSL? Does anyone really use that? And why?
Regarding ML/AI or other computational programming: My thought is: Does this have an nvidia GPU with an up-to-date driver so my CUDA kernels work and What SIMD width is the CPU? Can I run 512-bit SIMD like AVX-512 for 16 x f32 computations at once? The OS doesn't matter here as long as it provides threads, a scheduler, and an allocator, which all the major ones do. And that my toolchain can compile for it.