Hello @rmary!
Good questions. I’ll start with the simplest answer: accounting. TurboTax for businesses (S and C subchapter corporations) only runs off-line and on Windows. In some scenarios, it won’t even activate on Windows - because it requires not many programs to be installed (!).
Since I’ve worked in B2B my entire life, I’ve had companies send me proprietary files to an application that only works on Windows. One specific case was Cinema 4D. I had to download trial software, run it on the virtual machine, convert the file and pull it out with a different format.
Another rare case is that some motherboard manufacturers, due to the deals they have with Microsoft, tend to publish firmware updates in the form of EXE files. So, having Windows as an option, you can flash a USB to run the update. This situation, however, is starting to change, thankfully.