I'm not arguing that Microsoft doesn't have an unusually good long-term support system -- they're second to none.
However, it's important to consider that Windows 2000 was pretty much only supported on paper for the past few years.
It's also notable that Microsoft's release cycle has been extremely slow since the release of Windows 2000. XP was an unnecessary upgrade for many business customers, and was really only adopted in the enterprise as Win2k-era hardware became obsolete (it also helped that the two operating systems were extremely similar -- most of XP's extra features could easily be disabled)
As we all know, Vista was crap, and Win7 only barely made it into the decade (still missing a handful of features that were originally slated for Vista).
Ubuntu, on the other hand, has made a dozen stable releases since 2005, most of which have been fairly painless upgrades. In fact, I'd call a Ubuntu distribution upgrade fairly comparable to a Windows service pack update in terms of time, difficulty, and compatibility.
In that regard, Ubuntu and Windows occupy a fairly level playing field (AFAIK, Microsoft don't support old service pack releases). Ubuntu releases are timed roughly equivalently to Service Pack updates.