How about support for multiple drivers at once? Seriously, all these things windows can't do...
Works under XP and could work under Vista if M$ allowed it.
It's not what it can do, it's what they let you do, and since it doesn' work under Unix, Linux, etc and is of little value right now, I don't find it to be a major issue versus having a bazillion random drivers working at the same time.
The biggest issue is the IHV's reactions in laptops which is essentially to not offer drivers after purchase.
For PhysX if it's a big deal, then going wiht XP is fine for most and preferable to many. I'd think going to non-windows would be more painful and basically kill the idea completely.