Relative to Pthreads, Windows threads are limited to Windows operating systems and similar (for example ReactOS, and other OS's using Wine). This provides a fairly consistent implementation, easily defined by the Windows version that the support corresponds to.
Prior to Windows Vista, threading support missed features such as condition variables, while having features not found in Pthreads. Depending on one's perspective, having to use the countless "type def" types defined by the Windows headers can be a bother as well.