I saw the opposite question asked here and thought it would be interesting to flip it on its head.
I can start. Linux can make arbitrary files executebel and windows (at the time I used it) could definitely not do that.
printf "# /bin/bash\necho 'Hello world'" > HW.bash
chmod +x ./HW.bash
./HW.bash
# prints hello world
^ something like that is just not possible on windows
You can choose the desktop environment you want. And also you can install software via command line.
Can you run windows from a live USB stick?