I saw the opposite question asked here and thought it would be interesting to flip it on its head.
I can start. Linux can make arbitrary files executebel and windows (at the time I used it) could definitely not do that.
printf "# /bin/bash\necho 'Hello world'" > HW.bash
chmod +x ./HW.bash
./HW.bash
# prints hello world
^ something like that is just not possible on windows
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You can choose the desktop environment you want. And also you can install software via command line.
Can you run windows from a live USB stick?
Install HP Smart without permission.
I checked when I saw this story a few days ago, and there it was. I uninstalled it. Today it asked for permission to install itself again. I suppose at least this time it asked and could be refused.