Visual studio 2010 and dotNet surely works fine under wine. But there are lots of small cornerstones in the tools and software companies use that does not work so great.
If there was an real free alternative to windows where all the specialized software worked i am dead sure companies would start to use it. But at this moment there is no such alternative.
If I am working with a latest, super secret revision of PS4 sdk that I can't even legally talk about, how would I ask developers of Wine for help if that SDK doesn't work with their software? I can't.
But Microsoft and Sony will be both legally bound to help, in certain cases they could even pay for delays if their software is at fault. I would much prefer to have a showstopper bug in closed software, thank you.
I'm pretty sure that Sony wouldn't like Microsoft to find out about their super secret PS4 sdk, as after all, they are direct competitors. So you can't seek Microsoft's help for something that happens with Sony's super secret PS4 sdk.
Of course it would be better with open source software. But what difference does it makes? There are no viable free/open alternatives to lots of commercial software out there and it will probably stay that way for the rest of our lifes.
I bet 1000sek that you are not able to setup an game development studio focusing on ps4 games with only free/open software for example.
If there was an real free alternative to windows where all the specialized software worked i am dead sure companies would start to use it. But at this moment there is no such alternative.