Getting the development environment set up on Windows can be a pain. Trying to build an existing project that was developed on UNIX, you have to replace any shell scripts, make sure your Windows Path variable is right, set up a new virtualenv, etc. But the biggest problem isn't the Python code, it's compiling the libraries that are written in C/C++, Fortran, etc. It can be a struggle to get some of those to compile on Windows, and they do not support Cygwin either.