[jve]

Because you are a risk on their network.

Using their equipment they can ensure you are on isolated network if you have no updates applied and can push those updates to you. They can push security configurations, like restricting what office apps can or cannot do. Ensuring AV is configured to their liking. Configure logging so if you ever get owned, they can trace it back from where it came and what it did. They can ensure you are on some proxy server. They can alert you if your host accesses known bad site. They can run background penetration tests if necessary.

And so on.

MS world has the tools to do that. Supporting Linux in that kind of enterprise would need significant additional investment.