Market share is the main one. The addition of the 'Start Menu' in Windows 95 at the time came when Microsoft and Windows had over 90% market share in the personal computer space. Support for a new key therefore was a natural thing for all manufactures as it was almost guaranteed that their keyboard would be used on a Windows PC outside of the Apple Mac space.

For Linux, the key will often behave the same as Windows and bring up some kind of application or options menu within the window environment you using (Unity or Gnome 3 show their launcher panel, while Gnome 2 & KDE show a Start Menu similar to Windows 95-7). On Mac's, I believe it behaves as the CMD key.

In all systems, it's a Meta key, which means it can be used on it's own or combined with other keys to form command sequences.