The preference isn't about a subjective or theoretical EXT vs NTFS, just as this isn't about Linux's native EXT implementation against Microsoft's native NTFS implementation. It's about Linux-mainline EXT vs the NTFS-3G driver.
That's the choice these installers are making. And that's why they always pick the native version.
Ext is more mature in Linux. It has had powers more people testing it under Linux. It has more people working on it (being part of Linux itself, rather than a third-party driver). And developments to the EXT standard happen in Linux, not another operating system first.
There are technical reasons too. Historically there have been some limitations around what NTFS-3G can do. The permission system is subtly different. The users are different. ACL support is different. These are all things that would bias you towards another filesystem that did support all those things in the way you were expecting them to work.