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It used to be multiple workspaces, but with Windows having that now, it's just the ease of install and use of build tools.
Part of this is the existence of package managers, and part of it is just how well they integrate with the operating system. Using the GNU Compiler Collection on Linux or Linux-like systems is just so much less of a rigamarole compared to getting any usable set-up on Windows.
Another thing I miss when I go to use Windows is the compose key. It's so much better integrated on Linux. Mac's solution to special characters meanwhile is fine. Windows' just isn't.
Finally, and this is the biggest one is little power user customizability tools (yes, I know Microsoft has things made for this, but they aren't installed and/or available out of the box). Customizability of the programs one uses everyday and the overall behaviour of one's computer is an absolute must, but I understand why Microsoft moved Windows away from that model. Most people don't want or need that.
Others have mentioned it too, but Linux just doesn't get in your way like many other OSes do.