While I do agree Microsoft could've chosen a better name for Windows Phone, and perhaps rebranding their desktop OS when they transitioned to Windows 8 (to get rid of all the bad baggage with the Windows brand), it's too late now. They've been heavily campaigning for how great the new Windows is, and how Windows is now the one experience for everything in your life.
And while Windows does have some bad baggage, we mustn't forget his universally recognizable it is. When people hear or see Windows, they instantly know it's Microsoft. So yes, while it does have some bad baggage, I feel Microsoft is best sticking with changing peoples opinions about Windows, and moving forward from there.