However, in the case of Windows, this issue isn't that much severe as it would be on a unix-like, for example.
With the set up of Windows servers I've seen, only the admin logs in anyway. It's not really used as a "multi-user" system per-se, where you get different users logging in at the same time. It does happen, but it's not common.
Hahah, I figured Windows might be slightly better about this, hence the self-admitted uninformed take.
Could you clarify, though: do you mean to say Windows isn't as vulnerable because of cultural reasons (i.e. Windows systems aren't multi-user usually) or because of technical ones (they support something like SELinux out of the box)?