Most proprietary software strongly encourage you to stick
with them, and make switching difficult. The best examples
I have in mind are operating systems and office suites.
I don't have such experience. There was a time I was juggling Windows and Linux at work using OS X at home. Now I mostly deal with OS X and Linux on servers.
Neither did I have a problem with office suites. I am MS Office free, OpenOffice free. If someone sends me some .doc or .xls occasionally I can usually view them on OS X without any problems.
How exactly Windows are supposed to make switching to say Linux more difficult than from Linux to OS X?
I give away no freedoms by using whatever software I want.
"You" in my parent post wasn't referring to you, Rimantas, specifically. You Rimantas (and I) are a lucky, tiny minority. You give away no freedom because you pay very close attention to not being locked in.
Most people aren't as cautious.
The company I work in currently have to buy and use MS Word 2003 because the government agencies it deals with want .doc, period. The sysadmins are forced to use windows because that's what most people use, and they just won't switch. (And we're a tech company, so imagine the others.)
Inertia is enormous. People tend to stick with whatever they started with (Blender vs 3DsMax is a good example). Proprietary formats and non standard APIs make it worse.