Less headaches when it comes to interpreted languages. Python, perl, ruby, and prolog come pre-installed (as they do on most *NIX systems). Much better UI than many Linux systems, imho. Headaches do occur when trying to build system-specific C programs (anyone tried building their own thread scheduler in C, in OS X? Not fun). On Windows, python, perl, and prolog are not pre-installed. Much of Windows comes with *ware you never use. That being said I don't use a lot of the pre-installed applications on Mac (I don't use Mail, Address Book, Font Book, Garageband, iPhoto, iDVD, iWeb, TextEdit, etc). Macs offer the flexibility of installing Windows, whereas the reverse is not true (no fault of MS... blame Apple, here).
In short, it offers many of the great programming utilities and languages found in Linux distros and leaves the headaches of Windows behind, all while providing a world-class, flexible, UI. But, I'd agree with you in questioning why people would prefer solely OS X for general programming. Not very good for that.
I tend to use whatever is at hand or the best tool for the job, be it Windows, OS X, or a flavor of Linux.
Amen on your last point. Once you know what are the general tools for your development environment, I don't think there is too much difference. People figured out how to install Python, PHP, Sandbox-Apache, etc. on Windows with a great ease now that the advantage Mac OSX has doesn't look as great as before.
Many of your reasons can be solved in a trivial amount of time on Windows though. Windows does come with a lot of crap-ware pre-installed, but I can just remove it. The interpreted languages you cite can be installed in a matter of minutes. I write a lot of C++ code, so I use VS on Windows. I don't have anything that even approaches VS in terms of quality and ease of use on the MacBook that I type this from. I like my Mac a lot, but I have a much easier time developing on Windows.
@Ed: I actually do C ("serious") development in a Linux environment. And you're completely right. I was just giving some reasons as to why other people prefer using a Mac for development. Windows does support python and perl (unsure about prolog) but it's not as friendly to the command line (just my opinion). I'm must more comfortable working in a bash shell rather than the Command Prompt, and Macs offer the nicer option.
No it's not as friendly on that end of things, you're right. I would love to be able to switch over more of my development work to my Mac, I have just found it really painful. I've been spoiled a bit.
Don't use the preinstalled versions. They are obsolete, unpatched and have 'improvements', like annoying pop-up whenever they throw exception. For example Python's community recommendation is very clear: download Python, python.org/download/mac