Because, as someone who dislikes MS as much as possible, Powershell is one of the few things they done right :) And when you manage mostly Windows servers and a few Linux servers, why not choose a solution that works on both platforms? And yes, perl, python, ruby, they all work on Windows too, but its just not comparable to powershell on Windows.
So i can understand why someone asks this question :)
Personally, i keep them both seperated, powershell on Windows, bash on Linux. But i can understand why someone might choose to go “powershell all the way” :)