why not? with parallels or a similar transparent solution why would you care?
Heck most modern solutions even setup all the environment variables and paths so you barely even notice that you are on a different file system when you using them.
Why would you pay for two OS licences when you've got an OS you're happy with? Sure, you might choose an OS based on the applications available (eg I strongly preferDebian GNU/Linux because of apt-get and xmonad) -- switching OS to use a tool seems like a bit of a stretch though.
If you like the MS toolset, by all means use Windows. But using a vm for especially a gui program (which then interacts poorly with your os ui) seems like a sub-optimal solution?