Unix/Unix-like operating systems are designed with developers in mind. The operating system gets out of your way. Also, it helps to have an environment more similar to your production deployment. Windows is an extremely unpopular choice for a server OS. There are also many bad things about development on windows, but my most specific complaints aren't super beginner friendly. I would summarize that windows has terrible process management syscalls and win32 is just in general terrible.
All versions of Windows are an inconsistent hodgepodge of incremental features that hides all their weird quirks and faults under copious amounts of user interfaces and closed source code all for the main goal of maintaining a market dominance they happened to just stumble upon several decades ago. There is a lack of overarching vision and philosophy over how it should function
Think of windows as a house full of furniture that you can’t move, and Linux as a barebones house with no furniture. Some people would rather not deal with the furniture built into the house and design it themselves. If you don’t know the difference or benefits of Linux to windows, Then windows is perfectly fine for you. Learn to code a bit on windows and I’m sure you’ll naturally learn the difference.