OK, I'm no expert and I may have got my memory twisted, but IIRC...
NTFS is much smarter than FAT32 and fragments much less, but it's not perfect. In particular, it was optimized for write speed - get the data down on disk, don't try too hard to manage it - with the hope that disk caching would make up for reads. For reasons I forget, this was a good idea given the hardware that was around when NTFS was rolled out and a not-so-good idea now. Saying that, on modern hardware NTFS is fine on all but the fullest disk, unless you're really doing IO-intensive work.
UNIX systems were, I believe, generally optimised for higher-end hardware and the server role of sending out data to multiple users, so you're reading more than writing and high-speed reads are more important than writes. Therefore all your data needs to be contiguous, and they would do things like pre-allocation of empty space for files to grow into and read-aheads to fill the disk cache with data that might be needed (doesn't work so well if you're doing lots of disk seeks to find the next bit of data, so it's important that files stay unfragmented) . They will fragment on a full disk, any filesystem will, but suffer less from it than NTFS does on disks with lots of free space.