And developers using file access APIs in Windows can get case sensitive behavior. It's just a single FILE_FLAG_POSIX_SEMANTICS flag to CreateFile and friends. It's actually easier to do that in Windows because it doesn't require a reformat and reinstall.
For the record, note that this is no longer true as of Windows XP and later. FILE_FLAG_POSIX_SEMANTICS is overridden by the ObCaseInsensitive registry key, which defaults to 1, meaning that all opens will be case insensitive. See this kb article for example. Changing this requires a reboot, but not a reformat.