In this particular case, Schneier can honestly, with 100% accuracy assume that he is being monitored. This is not paranoia - he has publicly stated that he has

In this particular case, Schneier can honestly, with 100% accuracy assume that he is being monitored. This is not paranoia - he has publicly stated that he has some of the Snowden documents. And as we've seen in this saga, the people in power are doing anything and everything they can to get to them. (Miranda case, Guardian UK hard drive destruction, ...) Under constant and potentially aggressive surveillance, there is not much room for obscurity. As to his using Windows - well, there may be good reason for that. Schneier has been using Windows for a very long time, and with his level of sophistication, I expect him to be rather good at digging in to the system and identifying potentially unwanted behaviour. This should make NSA less likely to deploy some of their highest-value tools, because it is probable that the tools used would be exposed. Assuming he is less well versed in maintaining and excavating a Linux installation, it would be more likely for the machine to get silently infected by a zero-day, high-octane exploit. After all: prevention is desirable, detection is crucial. (How else could you contain the damage once it happens?)