This is interesting. Not doubting your story, but my personal experience, as a Cyrillic user, is opposite: at least in early versions of Windows apps I constantly struggled with a random mix of hardcoded assumptions for encodings, key presses, characters and data stored which often produced gibberish on screen.

When I switched to Linux everything just works out of the box: I can copy and paste text between gvim, xterm, etc. with no issues. I admit that this is likely due to app writers, not underlying OS. And my experience is only with single-byte characters. Just my 2c.