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You can call into the kernel just fine in Windows. The fact you use a function call wrapper instead of a raw syscall is not really relevant.

Most Windows NT kernel functions take a buffer to use rather than allocating their own memory. Even many Win32 functions don't allocate (although there you have to be much more careful).

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A good example is go. On linux you can use a from scratch image fairly easily because it only uses syscalls. But for windows or mac the moving target wasn't maintainable so they link against shared objects. Linus enforcing the don't break userspace rule is what made that possible. That definitely has tradeoffs. At some point relibc or something similar will allow the same (stably) for rust. But using posix as that compatibility boundary gets you a much larger set of OS and only occasionally has a performance penalty. Often, a posix api tuned to the kernel is more performant. Musl is an exception precisely because it makes an openbsd-esque trade of performance for simple small attack surface.
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The Linux kernel defines syscalls as its stable ABI (note: there are also non-kernel ABIs on Linux, such as Wayland) while Windows defines the DLL calls as its stable ABI.

One isn't better than the other. Linux's approach allows binaries to be fully statically linked, which is a more predictable environment for binaries, but Windows's approach composes better, as every process loads DLLs and this allows for things like graphics drivers and COM to work more reliably. As things stand on Linux you can't use the GPU in a portable statically linked app, because the kernel doesn't define the semantics of dynamic linking.

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FYI, Windows's approach is better in some respects, like letting you avoid syscall overhead in some cases.
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