Windows as a software package would have never been affordable to individuals or local-level orgs in countries like India and Bangladesh (especially in the 2000’s) that are now powerhouses of IT. Same for many SE Asian, Eastern European, African and LatinoAmerican countries as well.
Had the OS been too difficult to pirate, educators and local institutions in these countries would have certainly shifted to Linux and the like. The fact that Windows could be pirated easily is the main factor that led to its ubiquity and allowed it to become a household name. Its rapid popularity in the '00s and early ‘10s cemented its status as the PC operating system. It is probably the same for Microsoft Office as well (it is still a part of many schools’ standard curricula).
The fact that Windows still remains pirateable to this day is perhaps intentional on Microsoft’s part.
When most people bought their PCs, Windows was already bought and paid for and installed by the vendor, so piracy might not have hit as hard as you think.
If you’re Microsoft, that last thing you want is people having a choice of operating system - either in the store, or when they get home - so you make sure it’s a done deal before the PC is unboxed.
That’s SOP for Microsoft, and what got them into trouble when they were bundling Internet Explorer.
It’s also worth noting, that Linux hasn’t always been a competitive desktop product for the home market.
This is far from true in 3rd world. People buy pc without os, the shop helped customers install pirated version because its way more cheaper than buying preinstalled windows pc. There’s people who still remember the windows cd key by heart more than they remember their spouse’s birth date.