Personally, I do not have the experience to comment if one is better than the other. But Linux do seem to consume less resources than Windows so if you have comparable Hardware, I would suspect Pega will work better on Linux? However, administering Linux may be more complicated compared to Windows if you do not have the right resources, so again there are these other non-functional considerations to think about.
Generally, I would say if you are a Windows shop, go with Windows. But if you are familiar with Linux, then stick with it.
Both are supported so as far as Pega 7 is concerned, there are no issues.
We recently have a PEGA application implemented in a Linux host and the environment configurations are bit more complicate to manage. Also, every single change needs to involve another team to make the change via a ticketing system. It's very time consuming.
If no issues with Windows, we will pursuit with Windows Servers. We can offset some performance for ease of maintenance anytime.
Hyper-V includes integration services for supported guest operating systems that enhance the integration between physical and virtual machine.Some operating systems have built-in integration services, 70-742 Practice Test while others require you to install or upgrade this package as a stand-alone procedure after configuring the operating system on the virtual machine.