I use it all the time, both in Windows (8.1 currently) and Debian GNU/Linux (with xbindkeys). It has a lot of useful shortcuts in Windows by default and I've configured several on the Linux side too.
I mean no offense, but someone not using the winkey seems to me as incredulous as it apparently seems to you that people would use it very often. For example, do you really click the start button with a mouse and then select Run... instead of Win+R? Or search without pressing Win+F (or Winkey on its own, or Win+W for settings search)? Not to mention Win+1, Win+2 etc. to run and focus taskbar pinned applications.