I never knew the difference between those two, I get the US vs EU hosting as it may vary in loading speed for the visitors of your site/project, but what about linux vs windows hosting, what's the difference there?
In general, Linux hosting refers to shared hosting, the most popular hosting service in the industry. Windows hosting, on the other hand, uses Windows as the servers' operating system and offers Windows-specific technologies such as ASP, .NET, Microsoft Access and Microsoft SQL Server (MSSQL).
It seems like WordPress and your popular forum software uses Linux. In fact, Windows hosting seems to be for really "techie" computer students. I mean, they might run across projects where a Windows environment is needed.
You'll never get Windows shared hosting. Just not gonna happen. It's too resource and cost inefficient, and doesn't have as good of permission management as Linux, and well, you should be using Linux servers wherever possible. It's more up to date, secure, and less likely to reboot at the exact moment you need it up for updates.