This is something I was thinking about for some time. Is it only because of shared libraries? I mean, you have, for example windows version of Mathematica (cca 150 megs) compared to Maxima(+lisp)+Octave+R that total together I believe well under 100 Mb? Ok, you have commercial programs that can' t compare to open source programs in terms of scope and quality, but can be compared(like I did with Mathematica) to combinations of various open source programes, and still they are bigger.

Not sure about commercial programs on Linux but the reason open source programs on Linux are generally smaller in disk space than their WIndows equivalents:

1) Heavy use of shared libs. Most Win programs will ship the shared libs they need and install them in their own program folder. That means that half the programs installed on your Windows system probably have their own copy of the MFC DLL or something like that. Many open source programs are built to be heavily dependent on other open source programs (eg. all those media players which are just frontends for either xine or mplayer which in turn rely on shared codec libraries to play anything back).

2) Very little use of static compilation by most distros, many Windows apps are statically compiled.

3) Open source programs are often smaller and more well focused on fullfilling one need and doing it well. They don't often have all the extra add-on features that many commercial programs do.