Wi-Fi hardware vendors release Windows drivers for their products. Because Wi-Fi is too complicated for the average computer user, those same Windows driver CDs include computer programs to query for basic information and configure the hardware. For a Windows user, Wi-Fi is incredibly simple, because he's never exposed to its complexities.
How different the situation for Linux users. Using only drivers produced through reverse engineering, there are always little problems and gotchas. There's no program to simply set up the hardware. The Linux user must actually know what he's doing, which in the case of Wi-Fi is not simple.