however, i've seen some dev's publishing the windows binary long before publising the linux binary...
That is very common, usually in the download section for most things you will find:
Download link for Windows: A compiled, ready to run package with binaries, sometimes even an installer. Just unpack and run.
Download link for Linux: Source code package for compilation that requires specific knowledge
It is frustrating sometimes, especially when you don't know how to compile or dependencies are missing and there is no information available.
Windows or Linux for Wallet Software?
If you can afford the problems, take your time to learn how to compile things in Linux, then go Linux.
If you can afford the extra cost of Windows, and you are satisfied with it then go Windows.
I'm Linux user myself, and I can tell you it is pretty frustrating when you want to run a program and it does not compile and they have it as an installer for the Windows and/or Mac.
Note to developers: Please explain what are the dependencies of your program detailed, accurately. What is used to compile and all. PLEASE!