Just to clarify, this is more likely to be a result of misbehaving 3rd party apps not using the CreateFile API call correctly than it is to be anything in Windows itself. Perhaps it's a consequence of the design of CreateFile, but done is done and we can't go back.
Basically when opening a file in a Windows program you have the option to specify a flag that allows shared access. If you don't specify the flag, the program takes exclusive access of the file.
Now, if Explorer seems to be the culprit here, it may be the case that that's just on the surface, and that the true culprit is something that installs a shell extension that opens all files in a folder for it's own purposes but is either too gung-ho in doing so, or that doesn't clean up properly after itself. Symantec AV is something I've seen doing this before, and I wouldn't be surprised if other AV programs were also to blame. Source control plug-ins may also be at fault.
So not really an answer, but just some advice to not always blame Windows for what may be a badly written 3rd party program (something that can also happen on any other OS which has implicit file locking, but any unix based OS has shared access by default).