Why does clang/llvm on windows require Visual Studio's Link.exe?
Because no one has written a linker for LLVM.
There is a project to do so (called, unimaginatively lld) but it's not ready yet.
See http://lld.llvm.org for more details.
On the mac, people use Apple's linker, ld.
On Linux, most people use the gnu linker, usually (also) named ld