The big advantage of developing in a Linux environment (or OSX, since both are Unix) is that you get very close to the environment where you would work on a "real" server.
The fact that Windows is not thought of as a development platform makes installation of various tools or applications a bit more tortuous, not even worth trying. In that case, it's worth a virtual machine, Vagrant or Docker.
For example, if you need to develop with PHP + MySQL (to give an example of a typical stack ), Windows needs to install XAMPP, which installs all the necessary tools, application for Git, one for SSH etc. Not infrequently, adjustments are required so that line breaks in files are compatible with file line breaks created on Unix systems, since they are different standards and your project may (and will) involve developers using Unix - among other settings .
In Linux (or OSX), in general, you already have all the tools needed for development in the terminal. If you do not have it, the installation is very easy:
brew install php-70 # no OSX
sudo apt-get install php-70 # no Ubuntu Linux
In addition, the navigation of files over the terminal, over time, is much more agile than a graphical interface, as is usually the case with Windows. And the terminal is also your way of working on servers - that is, if you work with a terminal on one system, you can work with it on others.
Finally, these are just a few reasons why working on Unix-based systems is preferable to the Windows environment.
(PS: I do not work with Linux, but with OSX, so some information above pertinent to Linux systems may be incorrect.)