Back in 1995, on a brand new PC configured dual boot, no overclocking, I would get PANIC messages from the Linux kernel but Windows worked fine, no BSOD.
Out of despair I reached out to Linus Torwalds and he very kindly helped me out, suggesting I had defective memory chips. He was correct. There were 2 defective memory chips. I guess Windows was just too slow to reveal the defective chips.