This is mostly because of a long history of crummy graphics drivers on Windows led to countless bluescreens. In the past, if your Windows machine bluescreened, it was a safe bet that the graphics driver was the cause.
Microsoft had enough telemetry telling them this that they spent a large effort restructuring the graphics driver subsystem so that it could crash and burn and be restarted without affecting the rest of the system.
Although Linux already has the isolation, it doesn't have the clean recovery. Since the year of the Linux desktop hasn't arrived yet, Linux is yet to make this journey.
