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