Because you have external requirements (the software you need to run only supports Windows, there aren't any outsourced IT providers in your area that know how to manage any other OSes, regulators will be confused, etc.) that demand you run the OS regardless of whether you trust it.
Or because you don't trust any of the other options either, which is an entirely reasonable stance.
I wish people would stop downvoting posts that make reasonable points in a civilised way. The parent post gave two perfectly sensible and polite answers to the question that was asked, even if not everyone might agree with them.
Or because you don't trust any of the other options either, which is an entirely reasonable stance.