Windows doesn't support raw sockets (from xp service pack 2 i think). So no way to use some network tools like nmap. Well, it still works but is unreliable.

Another thing is packet injection. It is impossible on windows with most NIC that linux have no problem with.

Also you can run computer without antivirus software. You are sparing lots of resources.

Above is true not only for linux but most unix based systems.