Are you telling me I could not use a compiler on Windows. Or write device drivers on windows? Granted, I have to download or maybe purchase the compiler for Windows, but there is really no big difference on the fundamental concepts. There are many differences in the details.
E.g., on Windows you don't fork a process. This prevents you from doing some multi-processing things in Windows as easily as the natural way under Unix. But if you are learning the fundamentals, you can happily learn what you are doing with either environment. You can still use multiple processes on Windows, you just don't can't inherit the parent process state so it is more complicated. Way back when, fork/exec was unnecessary overhead in Unix since most of the time all you wanted to do was spawn an unrelated subprocess. Unix fixed this extra overhead long ago, but Windows never added fork to its API -- so Advantage Unix. Potentially a big advantage.
There are also built-in WIndows APIs that have no equivalent on the Unix. -- Advantage Windows.
Price, freedom, source-code, etc. -- Linux
Apps -- Maybe Window, maybe Linux depends which apps aee important to you.
Games -- Windows
In fact, you are better off learning both environments even if you have a strong preference for one of them. It opens your mind to different ways of thinking.