In my experience, it's Windows that doesn't play well with the MBR or provide any sort of menu system for non-Windows OS'es like the way grub does. In fact, the Windows installer is amazingly bad from a dual (or triple etc.) boot kind of way:
It won't touch a partition formatted in anything it doesn't understand (you can't even re-format it in the installer). You actually have to trick the Windows installer by using fdisk in Linux to change the partition ID to something like 7 (NTFS) and then magically the Windows installer will let you format it. Quite surprising how dumb this is, because surely MS would *want* to destroy non-Windows partitions the first chance it gets?
The Windows installer in the latest releases insists on hogging the first partition on the first drive in your system (i.e. it has to be formatted to Windows format), which is utterly appalling.
The Windows installer destroys the MBR (and effectively kills grub) with no attempt analyse it or the various non-Windows OS'es that might be on the rest of your system. This is disgraceful behaviour - most Linux distros will detect existing OS'es (including Windows) and set up grub menu items for them.
Of course, to work around these atrocities, you soon learn that you install Windows first (letting it wreck your MBR and partition setup) and then Linux second. You then get a dual boot grub menu with both Linux and Windows items.
If you have to re-install Windows later on, it will destroy the MBR yet again, so you end up having to boot a Live Linux distro and run grub commands to restore the MBR/grub setup.
So, to sum it up, the Windows installer is nasty to anything else that isn't Windows on your system , both on initial install and on any further re-install. So the blame here is 100% with Windows and not grub or Linux.