On a work machine, that's more likely to be due to excessive background services installed by the company, particularly antivirus (which is known to kill disk performance, which means it's particularly awful for compiles). Don't get me wrong, I despise windows on its own merits, but I don't think that particular case is a fair comparison; there's a good chance that a completely clean windows VM in the same circumstances would also be faster. (Now, that might still be slower than linux, at which point we would have a fair comparison)
The general consensus I've found while researching this problem is that Windows Defender inserts itself into the compiler process to monitor it for malware.
It's not even that, windows forces you to use Defender. It's always on, and you can only disable it temporarily. Even when it's disabled, the process still seems to be active and consuming resources.
It's Norton all over again, except now the malware is an integral part of the operating system and it's harder to remove than any real virus.