They're probably doing it so that docker containers running in Azure infrastructure can be a bit lighter than it currently is. That's probably the main reason. Second, if you are already running windows servers, because you have software/infrastructure that require it, this allows you to also run Docker images, and Linux software without the overhead of full virtualization and/or new hardware.
Beyond this, there are a lot of developers running windows either by choice, or because they have software requirements themselves that can leverage this.