This is dependent on which operating system you have. For example, Win95 uses FAT or FAT16, Win 98 uses FAT or FAT32, NTFS is on Win200, XP, Vista, 7 Mac OS X uses HFS+And Linux-based OS's usually...
Quite simply, because Windows hasn't been programmed to recognise ext-type filesystems. Out of the box, Windows won't be able to identify ext3 and ext2 filesystems, and will probably consider them...