Is the CentOS node a VM also running on the same Windows machine, a remote machine across the network, or something else? What is the ping latency to each node?
Can you characterize the two CentOS systems in terms of CPU/memory/network capabilities?
A strict answer to your question is that both are supported and expected to be the same performance if all other things are equal. My suspicion is that there may be something other than the OS causing the performance difference.