The iPhone SDK is an SDK that not only provides APIs, but also provides a compiler, in order to generate the binaries to run in the iPhone. The iTunes and QuickTime SDK only need to provide the specification of the available calls into those programs shared libraries, that you then can use your favorite compiler and development to produce your program. The iPhone SDK on the other hand relies on the Xcode enviroment that they only have available on the Mac, and the gcc compiler in order to generate the code for the iPhone architecture.In order to have an iPhone SDK in Windows, in addition to releasing the API specs documentation, Apple would have to provide (at least) a Windows version of gcc and other buildchain tools.
Typically that is done through cygwin. It probably would also have to port Xcode, or at least parts of it. Apple must have decided that porting and packaging all of that code for a platform they don't own, and having to support it just did not make business sense.
I think Apple just wants a monopoly. They want people to get Macs. They released the others to get people to use iTunes and Quicktime, but they don't need the iPhone SDK to work like that.
Another thing is that they don't need to. There are heaps of apps, so there is no need to. They are to lazy, and no one will use it.
The iPhone SDK uses lots of Mac technologies. For apple to get a Windows one will require a lot of work. Plus the iPhone SDK uses Objective C (A mac only programming language), so most developers that use windows do not know it.So if they make a iPhone SDK, most windows users won't know what to do.
So Apple just left it on Mac.
Additionally, the iPhone SDK includes an iPhone simulator. This would be extremely hard to run on a non-OSX machine because the iPhone OS is built from OSX and actively uses OSX resources while running in the simulator.
I know there is an iPhone simulator called MobiOne. Hope it can help you a little.
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