They didn’t used to be. If you go back to early 2000s you’ll find the majority are proprietary Unixes (IRIX, AIX, HPUX, Solaris and a bunch of even weirder ones), MacOS and even one or two Windows.
These days those Unixes have largely fallen out of use, while Microsoft and Apple don’t really care enough to compete. Microsoft DID release a “Windows HPC Edition” which was designed for supercomputer farms, but it didn’t get enough traction so they retired it again. All that Unix knowledge translated most easily to Linux.
A supercomputer is really a farm of thousands of smaller computers, and it’s difficult and expensive to run a huge Windows farm. You need more hardware to coordinate, and it’s always a bit fragile trying to keep them all running with a “good” configuration. *nix you can just netboot everything from a shared image. *nixes also tend to make tuning their kernel a bit more accessible than on Windows (though if you WERE building a Windows-based supercomputer I’m sure MS would offer up a lot of engineering support).
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