Why OS on board ?

Hi,

I am new to embedded systems so please bear with me.

Why should someone run embedded on ARM ? How it benefits the user ?

If ARM device boots from linux, does it mean it works like windows ? I can use for example GSM modem or any new device simply by plugging and installing software ? Does it remove the effort to write messy code if you have OS on board ?

Can someone give me some insight ?

I appreciate.

Thanks.