I don't think we're aware of any specific issues with this, but we don't put much (if any?) test effort into that configuration, and it is not recommended that you use nodes with significantly different performance characteristics, which Windows and Linux invariably do have.
Quoting from the Installing JIRA Data Center guide:
I have multiple projects that use variations of the same base workflow. The variations depend on the requirements of the project or issue type. The variations mostly come in the form of new statuses ...
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