You know, in the nearly 50 years since Steve Bourne invented his shell, you'd think some developer would have need of debugging shell scripts. Weird that a single google for "shell debugger" would yield tens of thousands of results.Can you even step through shell scripts in a debugger?
The most frequently-seen criticism of using Linux boils down to "I am more familiar with Microsoft Windows." It's not a very good criticism. People who make such criticisms are evidently not very capable logicians and you would be well advised not to hire them into a programming position.
To the OP: there are simple, effective all-Linux workflows for Haxe. If your own personal workflow is a hybrid that uses Windows for some parts and Linux for others, and it would be improved by integrating everything on Windows, then use that more appropriate workflow. It's not a religion. You will find exactly the same technical capabilities on each platform, just sometimes dressed differently.
Mean time I use Linux exclusively, because I am more familiar with it. That's not a criticism of Windows, since I can run vim and the shell on Windows (and Mac OS) just fine when I am called to work on those platforms. It's just that I've been using Unix since before MS-DOS was invented, and I have never become enculturated with the Big Friendly Brother way that comes with the Apple or Microsoft operating systems. Why would anyone "switch to" Linux? Because of the culture of freedom and choice, not because of the technology.
I wasn't the one who voted you down, but your opinion seems to dramatically change between every paragraph of your post and lacks self-consistency. Are you four different people? Or is this satire, or an analogy of the inconsistencies we face on a day to day basis? I honestly can't tell. Where is the winking smiley? ;)