Most big developers use Windows because:
a: Visual Studio is so damn awesome, and until recently it had no mac/linux support
b: Windows has >95% market share among systems (according to the steam survey) so it's not as financially viable to target Mac/Linux. Among those with Mac/Linux, the majority have some form of Windows system available as well, so the true Windows percentage is higher.
c: Linux used to be awful for fragmentation, making packaging, installing and testing a pain (i.e. expensive). At least now it's 99% Ubuntu and relatives on desktops. Similarly trying to target Mac during the PowerPC->x86 transition was a horrifying prospect. Windows on the other hand has pretty amazing inter-compatibility between versions.
b is a bit of a chicken/egg problem, as gamers now avoid non-windows systems because of the lack of games developers targeting non-windows, and game developers avoid non-windows because of the lack of gamers with non-windows systems.
It's not really anything to do with DirectX, most of the big games engines (used by the vast majority of big games) have an OpenGL backend available, and even support targeting Mac/Linux directly. Some games engine editors will even run on Mac/Linux. The issue is whether the games developers themselves would see any benefit to testing and releasing on those platforms. The answer is unfortunately that it's often a massive expense with little to gain.