There are a lot of reasons.
1) Much of the custom software(databases, for example), were written before WIndows was created. Why spend tens of thousands replacing them when they work perfectly well?
2) Gui's use a whole lot of processing cycles. Processing cycles cost money. Why use them when you don't need them?
3) The people who manage these servers don't need a gui, and 'difficult to operate' is a relative term. If you know what you are doing, a GUI is just so much fluff that slows down the computer.
4) Unix is far more scalable. If you go to Top500.org(that lists the top 500 fastest computers in the world, (6 run windows, 494 run some version of unix(Unix, Linux, BSD, etc).
5) Windows doesn't run on mainframe hardware.
6) Windows was designed for the everyday person to use computers, not for backend software at large companies.
7) The software running at these companies, in large part, were written in languages that aren't supported very well in Windows(for example, most of the software for banking was(and is) written in COBOL(COmmon Business Oriented Language)). It is designed specifically for companies like banks. Windows COBOL support is practically non-existent.
8) Windows zealots may disagree, but in my opinion, Unix is a vastly superior, more secure, more capable at multi-user use, operating system.
9) The only reason that *nix(Linux specifically) isn't used more on the desktop is that most home users are morons. Their idea of computing is "if I click on the little 'e', I can go on the internet and look at more lolcats". They just aren't capable of using anything that requires a little thinking. Making an operating system 'simple' is a very important thing for home users. Businesses don't have to worry about that because they can hire people who are smart enough that they don't need to have their hand held.
10) etc, etc, etc.....