When I close the lid on my MacBook, OS X puts it to sleep. When I open the lid, it wakes up. Every time. Why can't Windows do this?
For the same reason why things "just work" on OS X and can get hairy on Windows and Linux -- because your hardware manufacturer violates one or more standards in such a way that Windows can't reliably do this. Linux users have the same battle, though it's worse due to a lack of manufacturer support. Apple, on the other hand, has a much, much smaller space of hardware to support, all of which they built. If an Apple system violates spec and fails to handle ACPI sleep states, it's either a warranty issue or some engineer gets eviscerated by Jobs.
As for me, when I close the lid on my MacBook, Windows 7 puts it to sleep. When I open the lid, it wakes up. Every time. I ripped OS X off it as soon as I got it home, but I imagine OS X would do the same thing. My work Dell M4400 is about 80%, and that's after I installed our corporate base Windows 7 image; the preinstalled Dell image was 0%. On my old desktop that I built myself using Gigabyte, OCZ, and MSI hardware on Intel P55, it was about 98% successful on sleep. My new EVGA-based desktop using X58 varies from 100% on a good week to 0% on a bad one, with about a 60% success on average.
So what's the solution? Microsoft already puts a lot of effort into hardware compatibility. The only way it could get much better is to start moving towards a Jobsian lockdown of the Windows platform, which would alienate developers (who are, let's remember, the reason Windows is successful; an OS relies on application software to survive), anger hardware manufacturers, and raise the ire of technocrats in both the professional developer and free software communities. Microsoft's really stuck in a tough situation here, and Linux is worse off, as they can't throw money at HC testing and use digital certificates and a dominant platform position to at least try to force people to play ball.
The only other solution is to take the Windows 7 approach and try to make the computer more intelligent at dealing with these situations.
(Also, by the by, Windows XP is an ancient OS at this point. Sleep support in Windows has gotten much better in the two subsequent versions. We don't take Linux to task for what it did back in 2.2 -- or, at least, we shouldn't.)