well in windows I know you can't print to a PDF unless to have Adobe installed or some other third party app. Also the screen shot feature of OS X is lightyears ahead of windows. I'm sure there are third party apps that can do the same things in windows but the point is, OS X handles it all out of the box without third party apps. As far as workflow, I think more than anything it's a personal preference, if you are more familar or like how OS X handles its better then it will be quicker to use OS X, if Windows is your bag of tea then it will be quicker for you to use that.
Also, the adobe stuff has the same features between the two platforms but it's quite often acheived in different ways, but the end result being the same. Again, like I said its a personal preference on the workflow, whatever works for you is likely best for you and your uses