In my case, I do the majority of web development testing on my local pc prior to pushing it to a production server.
It is useful to have a similar server setup locally as to what you will be using full scale and in that regard a native implementation of nginx is very helpful.

I personally don't care to run VMs 24/7 just to run a local web server for testing. Again I appreciate the ability to have a similar server setup locally as to what I use on my *nix box, so using IIS/Apache by themselves doesn't really help my cause. Therefor whatever improvements Igor does regarding the windows buids are very much appreciated by myself and I'm sure many others.