During my internship, there were problems with visual studio. Intelisense made everything so slow we had to disable it. VS was pretty slow and was hard to use without being fullscreen on a big monitor.
I use emacs and the gdb intergration is excellent. It's never slowed me down. I've customized it and find it painful to use another debugger (or an unconfigured gdb) so please don't have it nuked. When I develop under windows (without cygwin), I miss many tools I use when programming: valgrind, objdump, grep, sed. I also miss having more control over the compiler and linker. Makefiles seem to be much more powerful and flexible although more complicated then most IDE's projects. SVN and git are more complicated to use without the command line.
The game I worked on (deus ex human revolution) was being developed for PC, xbox360 and ps3. Developping for ps3 means that the code goes through gcc. This caused a few headaches for my colleagues as it is more rigorous with standards (new line at end of file gives a warning, templates need to have class or typename, etc). I was used to it and actually like the fact that it respects standards.
I've had to install windows 7 on a computer recently and was baffled by the fact the realtek ethernet, USB3, video drivers weren't included in the base windows 7 CD. Had I used the manufacturer's recovery option it might have helped but my computer would have been loaded with crapware. Ubuntu longterm support works like a charm on that computer.
From what I've written so far you might conclude that I'm a FOSS fanboy and dismiss everything windows has to offer. That's not it, I'm used to my tools and everything else seems slightly quirky to me. My tools aren't terrible and don't need to be nuked.
Most game developers have had many years experience developing for windows and use windows as their primary platform. Programming for linux is different, strange and possibly frustrating. I don't think the biggest issue with linux game developement is the quality of the tools available under linux but the fact that most game developers are used to using tools only available for windows.
The one thing I think is lacking for linux to be a viable game platform is quality graphics drivers but this seems to be improving with Valve's recent efforts.
TLDR: Using windows is just as quirky as using linux. The biggest difference is that you are used to your quirks as I am to mine. Most game developers are used to windows and switching to linux is hard and uncomfortable.