Both notation programs are good imho. They both can end up with brilliant results. As far as notation goes! I happen to use finale, that's all!
And I'm on a PC and no plans of changing. And I use Cubase, as well!
The program, that you mention should exist, doesn't exist for a very good reason. A good sequencer goes beyond notation, and into
audio. For example, I have a habbit of mixing in audio. with the little fade ins and outs, the crossfades, the easy change of volume, tweaking, on the fly plug-ins, etc. And to further sound design, all of which are in the heart of every sequencer. There isn't a midi only sequencer, but there are sequencers which are better in audio rather than midi (Pro-tools come to mind!

). In short, a sequencer will have extended audio capabilities, which is what separates notation and sequence!
Both S and F, work in xp and Vista as far as I know (the latest editions, at least). I know that Finale (unofficially) works well in Vista in previous editions, but it's not supported by Makemusic (I checked their website). No idea for S.