HA! It is not cheating it is just a different business model and platform is all. Custom built PCs are good machines, but if you run Windows, well you get what you get.
I still have something causing memory leaks on my Windows box, and every 4 days or so I gotta reboot it to clear it out. I have updated everything and watched the task monitor to see what process is causing it and there are no processes taking up that much memory. So, something leaks and then when it exits or is terminated it continues to leak. Not sure if this is 100% a Windows issue because it could be caused by third party software.
Every system, platform and OS has it's flaws, but Windows is the worst OS you can put on a machine. The plus side is, you get to game, and there are maybe a few apps that are Windows only. However, in my experience I can almost always find a non windows alternative to the app in question or find a non windows version that is made.
In the end though, it is all about what you prefer.