This could give you more flexibility if you want to be able using the Symbolic Link functionality to deploy the slave site into a specific directory.
This could also help you having specific "themes" folder because some themes may have constrain that require to keep the same directory structure than the one propose by joomla. In this case, this is the deploy directory that allow to make the template directory specific.

If your need are basic and that you can share the same template directory with simply select different "default" template in each website, you can continue consider sharing the same template directory and therefore continue using Windows platform.

I have just higlighted the point to you to let take the good decision for your development.

I suggest that you start to work a little with JMS to better understand the concept and the different possibilities. Once you will be more familar, you could better decide if you can do all you want under windows.

JMS allows so many possibilities that it is difficult to reply to a specific case.
It is better to experiment yourself your ideas.