Windows has its faults for sure, but it's much better in my experience as far as just working on any type of hardware and accessories. If it doesn't just work already, drivers are generally easy to find and install.
Windows doesn't clearly have such an advantage anymore.
I've switched to linux for gaming and have no issues, even running games like GTAV (excluding the occasional nvidia BS...).
(Of course it should go without saying that all my many Linux native games also tend to run fine as well, although a rare few of them require running in Valve's "Steam Runtime for Linux" container thingy.)