Windows and MS-DOS use for new lines the control characters CR-LF (carriage return, line feed), while unix uses just LF.
As far as I know CR-LF made sense for systems controlling an real teletyper, which has an actual carriage.
LF only may make sense for teletypers with automatic carriage return or just as simplification on systems which do not need the physical interpretation of these characters anymore.
Now I wonder why MS-DOS being a rather recent OS is using CRLF while Unix which were one of the OS which controlled teletypers only uses LF. It seems like it should be the other way round.