Why do you think it's a lot of unnecessary hassle?
A lot of people run setups like this on seperate computers, virtualized machines, or raspberry pi's(wich don't support windows as far as I'm aware).
Linux is also free, doesn't spy on you, low-resource friendly and very stable.
Of course if you don't know any linux then it might be intimidating. But for someone that knows some linux it makes much more sense to set something like this up on a linux server. In my opinion it's also so much better working with a terminal then a GUI(god i hate windows server).
Why would you use windows for something like this? The only real reasons is because thats what you know how to do, or you dont have a pc you can install linux on. Which is totally valid reasons btw.
But I have a spare server and I spin up a VM, install linux and my media server and just leave it there for weeks/months without having to manage it.
There's also many great advantages of running services like this through docker. It's really easy to pull and run a image. Write a short docker-compose and save configurations and user data with persistant storage. The rest of the container you can throw away when it breaks. It's also easy to update(just pull the new image) or roll back to a previous image, which I personally have had to done a few times.
There's many great advantages to use linux for something like this and many other things. Almost all servers in the real world run linux for a reason.
But don't get me wrong, Windows is fine as well, personally I just wouldn't pick it for something like this for all the reasons mentioned above and probably more. I'm not a Microsoft hater, I use Windows 10 for my personal computer and lots of Microsoft cloud products privately and for work(IT).