The key decision Microsoft made for Windows: Universal adoption
You can point to several reasons, some tied to Microsoft's past strategy and now acting as a ball and chain. In addition, some users simply don't like what Microsoft is doing to Windows, and they see no reason to suffer the madness that is Windows 8. That's not the primary factor, but it exacerbates the main mover.
That primary reason is Microsoft's decision very early on to make Windows a universal operating system, with a PC on every desk, as founder Bill Gates exhorted his employees to achieve. That meant Windows had to support anything and everything. Compatibility for software and hardware was a critical aspect of the Windows plan, and Microsoft has undertaken Herculean efforts to make sure that practically anything that ran under Windows 95 still can run today, nearly 20 years later. It also gave customers, hardware makers, and developers lengthy lead time to align to Windows changes with minimal disruption.
By contrast, Apple decided early on that its Mac platform would evolve regularly, and it would cut off old software and hardware ruthlessly to ensure a more homogeneous environment. Customers and developers were often marooned with no notice, though Apple has improved in providing a grace period in recent years. Apple customers know they'll get about five years of compatibility when they buy a Mac; after that, they can expect new OS X versions, hardware drivers, and services to not run on their old Mac. In fact, that incompatibility accounts for most of the OS X 10.6 Snow Leopard-based Macs still in use -- they're running Macs that cannot run 10.7 Lion or later. So as far as Apple is concerned, they now need to get a new Mac or assume the risk of being an orphan.
Apple's strategy meant that only a tiny proportion of the world's apps run on OS X, as do very few specialized hardware devices. The percentage of Macs in use has also been tiny, ranging from 3 percent of personal computers in use at Apple's nadir in 1999 to about 7 percent today -- which is less than the total Windows 8 user base. By many measures, OS X is a failed platform for a sliver of humanity willing to keep buying new Macs for essentially emotional reasons.
Microsoft's strategy created a global standard that runs practically every business and home, for everything from gaming to weather modeling. Your kids use it to do homework, you use it to manage your budgets at work and write memos, banks use it to run their ATMs, and NASA used it on the space shuttle. Few products have been as universally and deeply adopted.
We tend to forget that when we see the ongoing decline of the PC and the rise of mobile devices, or when we see Mac sales continue to increase (or, more recently, stay even) as Windows PC sales decline, or Apple scoop up nearly half the profits of the PC industry despite its tiny sales percentage. Those are all recent phenomena that have more to do with the end of one PC era and the start of a new one. And they don't explain why Windows users stay with older versions far longer than OS X users do.