I've built and maintained a Python distribution for Windows (Python Enthought Edition, which is used pretty widely in scientific computing environments) that had to work alongside other versions, and I also maintained a Linux version for RHEL/CentOS/Fedora. I would choose a Linux deployment every time. Not because I didn't know how to make it work on Windows; I did, and it did work quite well. But, because of how awful the whole process was.
There isn't even a standard mechanism for third party package updates on a Windows system. How stupid is that? Everybody has to roll their own updater if they want to provide automatic updates on Windows. It's like living in the stone age. Might as well hand out floppy disks.