I'm not sure if that's the case anymore, but it definitely has a bad rep on Windows. Initially (throughout XP and maybe some of Vista) OpenGL support on Windows was done by a OpenGL -> DirectX translation layer, so performance was always worse in OpenGL mode unless a game's Direct3D implementation was especially awful. This stopped being the case when NVIDIA started shipping a full OpenGL driver. (I'm not sure when AMD/ATI started shipping theirs)