The cost of your developers using environments that they aren't adapted to is higher than the cost of dealing with inconsistencies introduced by the fact that they use Windows. It's more of a hassle for you, sure - but it's not your needs which matter in this context. I say that from the experience of having worked with people with a similar mind-set.

The job of a manager is not to bend the environment to his needs but to aid the people that do the work.