This only works if you let the distros handle all the work for you. But say you need an Apache version RHEL 6 doesn't have, so now you have to build from source

This only works if you let the distros handle all the work for you. But say you need an Apache version RHEL 6 doesn't have, so now you have to build from source. And now you have to build PHP from source, because now RHEL's PHP package won't run with your new Apache. On Windows, this requires that you run two MSI files and hit okay a few times. On Linux, this means you're compiling everything from source. Linux apps are less portable between distributions than Windows apps are among Windows versions (hell, thanks to WINE a randomly picked Windows app is more likely to run on both Fedora and Ubuntu without modification than an actual Linux app is, the distribution just hides that work from you most of the time).