Windows is not supported.... Sublime being on all platforms is what made it so huge. There are developers on WIndodws machines, and because they like it!
Looks like there's no obstacles in getting this to run on Windows, GTK and all the other components behind this should run just fine on Windows. It just takes some effort from a Windows dev to set up builds and port whatever minor incompatibilities there are.
The problem with Windows is that non-Windows devs don't find supporting that platform pleasant (to put it mildly) and in my experience, there's a very limited number of Windows devs who actually contribute back to open source projects (this may be a cultural thing coming from a proprietary OS).
Additionally, supporting Windows is a bit painful because there isn't as much free tooling available, e.g. doing automated Windows testing in travis-ci is not an option AFAIK.
I believe the second influences the first, plus the project maintainer needs to share the opinion that releasing on Windows is worth the inevitable project changes required to do so. I have seen more than my fair share of pull requests sit idle because "meh, can't be bothered".
Regarding the travis-ci item separately, I am hoping that the work that Vagrant is doing toward being able to provision fresh virtual machine instances on Windows will provide some hope. I do fully appreciate that just provisioning them isn't the whole story, but it's a major hurdle IMHO.
On the other hand, it's probably because of people like me: I really don't like using Windows. Everything is weird and designed for people not like me (not to mention the lack of F/OSS). :-/