I use both. I work with Autodesk Inventor, MathCAD, Excel, and a bunch of other software that simply doesn't run on Linux, and if there are similar programs, they are far behind e.g. FreeCAD vs. Inventor. Like a programming language, and OS is just a tool too, so for web dev and other technologies that are stronger on Linux, use Linux. I also use Mathematica, Blender 3D and FreeCAD, and they run fine on Linux. The cost of laptops allows me to have two, and not use emulators, images or other VMs to run a different OS. I still have a 2011 iMac 27. I was running a dual boot system for a few years on my Alienware, but got tired of switching on the spur of the moment, and Windows runs better on it probably due to drivers, and for the not-so-important color keyboard changes. There are some edge cases, like using Continuous[1] to program in F# on my 2016 iPad Pro. For data science, machine learning, ANNs you can develop on anything if you are using a web service. I play with ML on both Linux and Windows. I like playing with Red[2] the programming language and Raylib[3]. Red runs better on Windows at the moment, although they are pushing for a better Linux experience.
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[ 3.0 ms ] story [ 19.6 ms ] thread[1] http://continuous.codes/ [2] https://www.red-lang.org/ [3] https://www.raylib.com/