Security, or the appearance thereof
Windows is relatively secure. I know there are tons of security vulnerabilities. But, on the surface at least, Windows provides protection between users and a separate administrator (in Linux this might be called superuser, though I am sure someone will point out the numerous differences) mode.
While in many large networks (particularly government and corporate environments that are big enough to have a real IT staff and are seriously concerned about security), most users will not be running with administrator privileges, in many smaller networks, and for typical individual users, the normal way to run is as an administrator.
In an environment that supports multiple users and an administrator mode, there is protection to prevent a user from affecting another user. That protection includes not just guarding against unwanted actions (such as deleting a file belonging to another user or deleting a shared file open by any user), it also includes hiding information that could be a vulnerability. Knowing that another user on a networked system has a specific file open leaks information about their activities.
Windows is relatively naive. It does distinguish between an open file from another user, an open file from a user at a higher or lower level (user vs. administrator) or even a file open by the same user who is requesting the action. The result is that even if you are running in administrator mode, where you are allowed access to everything on the system, or even if the process that has the open file is one of your own processes, Windows reports the problem, an open file by another process, in an identical way.
Windows is also based on cooperative multitasking - i.e., processes that respond to signals from the user, other processes (where appropriate) and the operating system. When everything is working perfectly - all processes responding to requests quickly and correctly - this allows Windows to gracefully shutdown processes (preventing data corruption) and do lots of other wonderful things. When it is not working correctly, due to bugs or poorly designed programs or a program waiting for user interaction, it can result in Windows reporting a file open, but due to the security issues described above, routinely NOT saying which process.
It is also the cause of "Not responding" messages. If a program simply needs a long time to perform a task and is not written to respond to user & operating system requests while the task is being performed then you get the "Not responding" message. The program is simply "not responding". The implication is that it is "stuck" or "broken". But it might simply be "busy".