To answer the question posed in your title: Absolutely not.
If anything (like another poster here have mentioned), Linux seems to have the most advantage out of "The Big 3", but it really doesn't matter in the long term. You should try to be fluent in at least one environment (OS) , and capable in the others.
Thanks to virtualization, you can run Linux or MacOS on Windows, or any vice-versa-ed combination you might choose. Pick the platform that has the best tools for the language you want, and go with it.
One caveat: If you work in an office with all macs, don't be the guy with the windows machine making the rest of the teams life more difficult. Same goes for an all Linux or all Windows shop. For your professional development needs, you should strive to work in unison with your team.
Personal needs? Go with your heart.