It all comes down to what you are most comfortable with I guess.

Personally, I hate windows. It's a shit OS and updates are a giant pain in the ass, especially with Windows 10. Linux is much more flexible, but will require you to know your way around it. And when it breaks, it takes a long time to reinstall.

But...my rigs are on Window machines, mostly because it's what I always used for mining. Back in 2016/2017, Linux support for drivers really sucked so choices were limited.