At this point, no. GitLab runs very well on Unix machines and is easy to install. It is literally three commands and doesn't require some arcane unix magic to setup and keep running.
Starting a VM is easier than ever nowadays and installing GitLab no harder.
I'm so comfortable saying this, that if you have any problems getting it setup, email me at job [at] gitlab dot com and I'll help you get rolling.
As an addendum to that, I was able to get a basic Gitlab up and running with Docker in a very short order on Windows. Might be worth recommending: https://github.com/sameersbn/docker-gitlab
Starting a VM is easier than ever nowadays and installing GitLab no harder.
I'm so comfortable saying this, that if you have any problems getting it setup, email me at job [at] gitlab dot com and I'll help you get rolling.