>>10
Windows just gives more CPU-time to the explorer, so that the user doesn't recognize heavy load that much.
With the default quanta assignments in foreground preference mode (whatever it was called), Windows NT will give three times as much CPU time to an equally competing foreground application thread with the same priority. For example, open a couple Pythons, do while True: pass, open TASKMGR.EXE, and see what happens: when they aren't in the foreground, they take exactly 50% each. When you make either console active, it boosts to 75%. If you want a different setting, you can VROOM VROOOM your priority quanta in the registry, where you can control how are foreground or background applications boosted and the granularity of context switching, without having to recompile anything of course (don't know how you do this in Linux). Ricing Windows NT in some ways can be easy if you know where to touch.
It also gives the mouse and other input events absolute priority to help with responsiveness, and it seems to handle I/O better. For example, the effects of tar+bzipping a large directory aren't nearly as noticeable while you browse the web as they are under all the Linuces I've tried.