Sony does not have a functional OS monopoly (in the PC space). To play Windows games you obviously need to buy a MS product first. Microsoft also makes the vast majority of their money from Windows and Windows based software.
http://en.wikipedia.org/wiki/Usage_share_of_operating_systems
Cheers
And you think windows sales would see significant increase if MS released it's exclusives on that platform? I expect the list of people who own an xbox but not a PC is fairly small and the number of people that would buy a windows license just to play an otherwise xbox exclusive is insignificant.