Since Windows 8, Windows uses a form of hibernation internally. When there's no updates to install, it doesn't actually shut down in the classic sense. Instead, it closes any applications, then hibernates the OS. So, it writes the contents of the RAM to the hard drive, then it powers off.

When it's being powered on again, it just loads that state from the hard drive, rather than running a boot process, which results in significantly better boot times. It however also has drawbacks. It can cause instabilities and it leaves the hard drive in some unworkable state.

The latter is why most people will want to turn this feature off when dual booting. If you don't turn it off and you only have one hard drive with partitions for each OS, you're actually not going to be able to boot Linux (or install it in the first place).

If you have physically separate hard drives, you're not going to be able to access files on your Windows drive, which if it's a gaming-only system might not be as important, but otherwise is still kind of handy.