On Mac don't you need to installed the Xcode command line tools before being able to do most dev stuff?
I'm not too familiar with linux, but a year or two ago, I was trying to set up a rails development environment on a Ubuntu VM. I had quite a few challenges along the way, but one of them that I recall that confounded me for an hour or so was that I needed to install build-essentials, which was not documented in the guide I was using, nor was it marked as a dependency in whatever package I was actually trying to install.
When you install Visual Studio, generally it automatically installs anything you're missing, or at least tells you how to do it.
Depends on what you're working with. I don't have VS on my Windows machine at home, but everything tends to work out of the box. Granted, I see plenty of installers with the VS Runtime redistributable, but that's not proper VS.
Without Visual Studio, which installs the C++ and .Net dev env, it's a pain to install anything which works out of the box in Windows.
Example: Perl or Python both have an installer but you have to update the system PATH, the console sucks so you can never use it, no simple way to keep it update unless you use the installer again and so on...
If all these goodies are available in a "unixy away" i'm sure Windows will be used by general Developers.