If you're just coding higher level stuff
   in php or python or perl, you're unlikely
   to get bitten by MacOS/Linux differences,
   but the same can be said for (an appropriately
   set up) Windows development machine.

   If you're tuning databases or hacking
   middleware or performance tuning your NoSQL
   backend or in memory cache, you really need
   to be doing that on the closest you can get
   to the deployment platform.

Even if you are running the same OS on your development machine that you are running on your deployment target, you likely aren't going to be able to do that performance tuning on your development machine because the hardware is likely to be too different. The server is likely to have a different amount of memory, cache, number of cores, and an I/O system with significantly different performance characteristics.