Stability.
Computers were far more crashy in those days, but OS/2 crashed far less often than Windows or even DOS did. And sometimes when a program crashed on OS/2, it only killed itself; it didn't take down the whole machine, so you had a chance to save your work in other programs before rebooting.
It also either was, or felt like it was, very very fast. Windows felt like a laggy VNC connection. GEM and the rest weren't much better speed-wise than GEOS on a Commodore 64.
Yes, stability! It was very nice when doing DOS or Windows 3.x development.
The only stability gotcha was when some OS/2 PM application hung the input queue and then the whole of PM became unresponsive. The base OS continued running fine but PM was then unusable.
Is the Windows in your comparison inclusive of NT, or only non-NT windows?