You might find yourself in a position where you have invested a lot of time and money into developing some proprietary software that is bundled with the OS you chose (say, writing a mod_perl handler that takes advantage of some proprietary features of the OS and that will not run on any other OS). Things are under control, the performance is great, and you sing with happiness on your way to work. Then, one day, the company that supplies your beloved OS goes bankrupt (not unlikely nowadays), or they produce a newer, incompatible version and decide not to support the old one (it happens all the time). You are stuck with their early masterpiece, no support, and no source code! What are you going to do? Invest more money into porting the software to another OS?
The OSes in this hazard group tend to be developed by a single company or organization, so free and open source OSes are probably less susceptible to this kind of problem. Their development is usually distributed between many companies and developers, so if a person who developed a really important part of the kernel loses interest in continuing, someone else usually will pick up the work and carry on. Of course, if some better project shows up tomorrow, developers might migrate there and finally drop the development, but in practice people are often given support on older versions and helped to migrate to current versions. Development tends to be more incremental than revolutionary, so upgrades are less traumatic, and there is usually plenty of notice of the forthcoming changes so that you have time to plan for them.
Of course, with the open source OSes you have the source code, too. You can always have a go at maintaining it yourself, but do not underestimate the amount of work involved.