It's really down to personal preference and what you're developing. If you're developing web software that will run on Linux then developing on the same platform will save a lot of headaches down the line.
Another advantage is that is doesn't take long to find and install development tools. You can go from a clean install to a comfortable dev environment very quickly.
It's also easy to automate. There are lots of little tools that can be strung together to perform boring tasks. I found that it changed my way of thinking, and I often look for command line tools or script if I have to repeat a task for than a few times.