Aside from the technical reasons already listed here, there is the economic issue. While supercomputers (and large scale scientific computing in general) is sexy and provides bragging rights, the actual quantity of supercomputers in the world is tiny compared to the overall computing market. So there is no business incentive to purpose-build a proprietary OS just for that. Better to just customize linux.
Plus the applications and code run on supercomputers is very soecialized for harrow use-cases, often developed by Universities or researchers themselves. These apps are built on open-source tools that were created on linux and run most easily on linux. No way Microsoft or Oracle or SAP is going to develop, say, a quantum chromodynamic simulation of gravitation (I made that up 🙂 and make any money selling it. So they don;t.
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