Why?
In my opinion, there a couple of big factors that make bash (or any linux shell) easier to get into that windows command line.
* Windows maintains both Powershell and cmd.exe and they do not have feature parity. (eg. mklink is cmd only)
* By default, a user can't even run their own self written Powershell scripts
* Most important system settings are handled via Control Panel or the Registry and not either CLI
* Related to the last one, none of these settings are stored in text files like on Linux
* While powershell's object based system makes some things easier, it's not universal and doesn't really allow for easy tool chaining like bash
The main reason behind all of these things is basically the same; Microsoft themselves just don't see the command line as an important interface to a Windows System. I've got a Ubuntu Server with no gui. It works just fine and there's no limit on what I can use it for. Imagine if I gave you command line only access to a Windows Server, you wouldn't really be able to do anything at all with it.

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