There are a couple of factors at-play here.

First of all, CIO's, Directors and other business decision makers (especially at big companies) suffer from what I call the "Wal-Mart syndrome." Their perception is that free (as-in beer) software doesn't cost anything, so it can't possibly be as good as something that costs thousands of dollars. We had a hard enough time convincing our management to let us use JBoss and Cassandra. I couldn't imagine trying to convince them to go with Ubuntu as a corporate desktop (although it would be really cool).

Now you might think "that's crazy, who wouldn't want something for free?" The answer is that when these CIO's and Directors have to go explain their decisions to their non-techie bosses/partners, it's easier to just say "we went with Microsoft and this is what it costs", rather than trying to explain what open source is and why it doesn't cost anything. That and to a really big company, throwing-down $10k for a software site license is nothing when they make $10 billion in sales each year.

The other big issue is licensing and support. Let's say that you have a special 3rd party desktop application that your business can't live without. You work with it and find a way to make it run on Ubuntu (with Wine, Mono, etc...). When it comes time for your company needing help with it, that vendor is going to throw the support contract in your face and tell you that you violated it by not running it on Windows.

Don't get me wrong, I don't like it either. While things are changing, all signs point to Windows remaining the standard enterprise desktop for a while.