Same in China. All major banks require IE (6 in most cases. though 8 works most of the time), in addition to some stupid security USB keys that you have to insert into your machine to prove it's really you. Oh, of coz the drivers only works in Windows. Even Windows in virtual machines sometimes have trouble with these devices. You have to use a native Windows.

Another reason is the proliferation of pirated copies of Windows.

Life is extremely hard for Linux users. Less so for OS X, but occasionally you still need to dual boot.