My understanding is that this is because on Windows you are not actually running a full blockstack node. So it can’t create the Bitcoin transactions it needs to buy a name. The Python code is not running.
You can use onename.com to get an
.id for free, onename (old commercial part of Blockstack) will pay the transaction fees for you!
Also: you don’t need a name to be able to register for the Token Sale. Worth noting.