It depends.
For MOST coins, Linux will give a hair higher hashrates if you can optimise the cards to the same point.
However, sometimes the ability to UNDERVOLT directly in Windows will give it some advantage on efficiency vs LINUX as LINUX doesn't support undervolting at this point (except via BIOS mods on the card itself).
For Monero, due to lack of a WORKING Vega driver, you don't even have the OPTION to mine with Vega under LINUX.
LINUX is also a LOT more stable than any Win 10 system I have EVER worked with or seen - it's also more stable than any Win 7 system I've worked with or seen, but that is closer (IMO Win 10 is about 2 years away AT LEAST from achieving tolerable stability for a workstation, it's JUNK right now).
The only reason to even CONSIDER Win 10 is for that AMD "blockchain driver" which flat out does not WORK under Win 7 in every attempt I've made on it *AND* if you have a Vega card.