Thats the problem with Windows - it still does not carry a decent Bluetooth stack and depends on the vendor shipping one. And all of them I have seen so far are more or less crap.
Linux on the other hand is exclusively Bluez which works fine... but god forbid you want to do something like BLE communications or more complex sound stuff, the docs are horrid.
The OS X BT stack is... well I dont have any issues with it per se but it, too, lacks features like a file explorer or an easy way to send files via BT.