If all you’re after is a place to store files, you’re probably better off just buying another NAS. For people who want a hassle free time, they’re a great option.
If you want to get a bit more clever with your setup including running applications on your server that serves your network (examples would be applications like Plex or network controllers), then opting for a dedicated server may be a better option. A dedicated server can be anything from a full rack mount server to a Raspberry Pi. What you get really depends on what you’re trying to achieve, although the two things above are not necessarily mutually exclusive.
If you want a server and have absolutely 0 interest in picking up Linux, then Windows is a convenient option, with the stated downsides being listed by others. Linux can be difficult to get started with, but provides a lot of flexibility and stability once you get a good setup going. For example, on my server, I run a few commands to update the server itself and script to update all of my Docker containers, then it’s done. I could probably set up those jobs as a cron so that I wouldn’t ever have to touch it.
Only change I’d make is to run Debian on my server over Ubuntu. I’d still run everything in Docker Compose rather than something else, or consider the use of something like k3s.
The server setup to get it ready for hosting data was a bit complicated, so I liked someone’s suggestion of putting everything in an Ansible playbook. I’d consider doing that.