There are huge difference, however...

After having created the installer, I write the next version of the application which means I'll have to write update installers, and on windows, figure out some way of semi-automatically updating the existing installed base. Which is always fun, if you've got half a million users.

And after having created the installer, I get bug reports, often about obscure incompatibilities between the development and testing systems and the user's windows system. For which I, sometimes, have to actually buy the actual hardware the user uses so I can figure out that the problem is related to the particular version of the Intel graphics driver Asus installs on that particular laptop model.

Or (ten years ago) that the application crashes Windows because the font the user has installed has some broken truetype code embedded that causes a kernel panic when hyphenating.

We have to face it: all operating systems suck, all hardware sucks and there is no such thing as a free lunch. Arguing that Windows makes life easier for a software developer than Linux is an exercise in futility.