Alex,
Two main incentives, both well worth the effort. First is system stability. As Juan has said many times, the Linux version of PI is always going to be the most stable, best tested, and most resource laden version of PI. Second is speed. I have been running PI benchmarks on my various systems and the Linux version beats the pants off my Windows versions, tested in Windows 7, 8.1 and 10, as well as a Mac test case. Don't have the numbers with me since I am writing this from work, but will report back on the improvement when I can access my numbers.
Besides, just learning a new subject, i.e., Linux, at my age (58) was a real treat, though it did test my stamina a number of times before I got everything working properly.
Best,
Jim