Working with a diverse mix of operating systems, I seem to find new reasons to hate windows on servers more than the rest every year.
Add requiring hitting 'Ctrl-Alt-Del' to login to the list. I can't remember for sure if I've ever had this actually byte me, but it would only take one time of moving the monitor of a KVM from a *nix box to a windows box and forgetting to move the keyboard to really begin hating that 'feature'.
Of course, that is just a sub-feature to hate of the foolish insistence on providing local 'security'. These features make sense on a desktop or a laptop ... and almost never make sense in a server environment. If someone is looking to cause you harm has physical access to the server, you are already screwed. All of these nonsense 'security' features only make administration more difficult with no advantages.