I have a really hard time understanding how is it that pressing "F7" is worse than typing "cd pathto/folder" then "make all" or hitting "F5" is worse than typing "gdb myapp run"
Some stuff is better being automated and Linux has a script-friendly environment, granted; but Window's capabilities aren't far behind either. Just install CMake, Python, Lua, or Cygwin and you get powerful scripting tools at your disposal.
I already regret posting here.
I didn't say anything about what is "better" or "worse", did I? I was just writing how I experienced both "worlds". When I am targeting windows I will also code on windows usually using an IDE an doing everything from there. Setting up the more unixish tools on windows is of course possible, but is kind of a hassle. On linux/unix on the other hand these tools are simply there. gcc, make etc. are almost a part of the system if you will. So naturally you are more likely to use them directly...
I guess what Hodgman said about target platforms is the most important argument pro or contra any of the systems, and that is a decision that everyone has to make for himself.