To be fair, you are conparing iPhone OS v3.0 which arrived as a Beta almost 12 months ago and WinMo 7 which arrived as a demo today. If iPhone OS v4.0 doesn't offer a similar feature, likely next month, then I'll understand an unfavorable comparison. As it stands it's looks pretty good for iPhone OS v4.0 to beat WinMo 7 to market by 4-5 months.
Sure I can only compare what I have seen or read about. But WinMo had this specific feature for ages.
And I'm not as positive as you are about the iPhone OS 4.0 I was actually really shocked that Apple didn't really moved the OS forward for the iPad. And now there may not be enough room for complete new stuff if they don't wanne break a lot of compatibility.
But at the end of the day it isn't only about some numbers on the lock screen or some "gadgets/widgets" on the home screen (that would be easy to implement IMO). It's also about services (search, maps, speech), social stuff (communities, integration of the real-time web ...), there are now over 400 million Facebook users, 350 million or so Windows Live users, 500 million Office users (mostly the same people I guess *gg) and how many million Xbox Live members playing together? It's smart from Microsoft to bring all this together.
And finally the PC software: iTunes starts to be a real problem for Apple, I think. Not the service but the quality of the software!