Why not? Visual Studio costs thousands of dollars a license. They could even compete on price, not only features. Windows is a market for such a product just as much as *X is.
MSVS is free-$500; and has the significant advantage of both a direct connection to the .NET team and not being that bad of an IDE on it's own merits (not to mention being bundled in a MSDN subscription, which a MS-heavy shop is going to have anyway). It's far more viable on Windows for JetBrains to augment MSVS via R# rather than attempt to compete head-on when the deck is so stacked against them.