On the same computer it's much much slower on windows than on linux!?
I agree. I have windows vista and linux on the same computer (intel core 2 duo E6750, nvidia 8600GT and 2MB ram). When i launch a new game, loading time of windows is a lot slower. But after that, when you launch another new game then the loading time is similar (I don't know why, may be because it has already been loaded on ram or because windows make less problems to load it a second time)
There is another advantage in linux (compared to windows): when i try to recruit a unit by clicking in the icon of that unit lot of time; every click mean a unit recruited. In windows when i click fast on the icon, may be 50% of my click mean a recruited unit.
But there is a problem in linux: in multiplayer you can't play with 4 players without having horrible lags.