There is a huge set of libraries in python, and according to my experience Linux is the only one which can run almost all of them.
There are a number of important libraries(for my usage, for you depends on the kind of usage) which aren’t supported in Windows.
For eg, I use python for machine learning. I must say for machine learning windows is the least helpful to program, because there are so many wonderful modules which aren’t supported by it and are supported by Linux.