Windu won the duel sure, but he lost the fight. He wasn't going to win. They actually dueled as perfect equals, infact Windu only won by exploiting a fear in Sidious which wasn't even there to begin with. But lets not continue this, it is for another time.
I agree with this. Windu was never going to win that fight, when Anakin showed up, Sidous and his manipulative ways seen an opportunity to lure Anakin to the Dark Side. Windu's Vaapad was causing problems, but his lightsaber hilt was bending from Sidous' Force Lightning, and even if Anakin never showed up, the Dark Lord would have killed Windu one way or the other.