Java is quite crossplatform. Python, by default, wraps system libraries, so the dev experience on Windows is very different, and special care must be taken.
But, it's the overall experience that sucks in Windows (and most linuxes imho).
I genuinely don't understand what you're referring to when you say overall experience. When I am coding I have one monitor full of IDE, one full of browser, and a console that is brought to and from focus from time to time. The experience on the 3 major platforms is extremely similar. What are you doing differently?
But, it's the overall experience that sucks in Windows (and most linuxes imho).