Have you ever tried to download openssl on Windows? You need to convert a cert, or just do some crypto work, so you google "openssl windows" and find the source forge entry. After a few minutes of scrolling around confused you finally accept that the page doesn't have a release more recent than several years ago.
So you go back to google and click on the link for openssl.org, and realize that they don't distribute any binaries at all (windows or otherwise).
You scroll a few entries further down, still looking for an executable or guide to get openssl on windows, and you click on a promising article heading. Perusing it tells you that it's actually just a guide for Cygwin (and it would work, but then you have Cygwin sitting on your machine, and you'll probably never use it again). You think to yourself, "There has to be an executable somewhere."
Next you jump to page 2 of the google results (personally it's the first time I've jumped to that page two in years) and scrolling you find more of the same. Linux fanatics using Cygwin, source code you could compile yourself, and obscure religious wars like schannel vs every other cryptography provider.
All you really want is to go from a .pfx to a .pem, and you're running in circles looking for the most popular tool in the world to do it.
Enter Docker.