I don't trust Windows to secure my stuff... why would I trust any other Microsoft product?!?
The reason the MS routers are popular are because they're a) cheap, and b) have brand recognition behind them. Mom & Pop who don't know anything about computers will be more willing to buy the MS router than a better model by SMC, Netgear, or D-Link.
I didn't include Linksys, because frankly, their routers are crap. They have many more recognized problems than the other brand. But again, they have brand name recognition, which is why they're the most popular brand on the market right now.
The ratings I've been reading have been very mixed. The good reviews are very questionable, since they avoid things like network performance, and focus on things like setup. The bad reviews are typically from the more popular outlets like PC Magazine, etc. that actually put some work behind their reviews.