If things can be done via Linux, I prefer Ubuntu, but I do admit there is still some things that are easier in Windows.
The past 5 years Ubuntu and various apps have been chipping away at the need for Windows.
Wine was one the best things that allowed to make to have almost no reason for Windows any more, even for gaming.

Setting up a pure mining rig is best done with Linux as long as you familiar with Linux based OS.
There is plenty of guides for using standard Ubuntu and getting a mining rig made out of it or using a custom and ready to go OS.