You could ask "What Linux tools that you use can you not get for Windows?" too, since Windows has Cygwin, Mingw, etc., but it doesn't change that doing a lot of things on Windows or OS X is a lot more painful than on Linux, especially as it relates to development, debugging, etc.
It's exactly the same the other way around for e.g. audio and video editing on OS X vs. other platforms.
Interestingly video was where Linux worked for me when iTunes failed miserably. I was trying to import videos taken on my Panasonic Lumix and I simply couldn't import them using iTunes (I tried various options including trying to repair them but iTunes simply didn't see them). Granted this is not the entire OSX and only iTunes but considering the user is supposed to do all interfacing with their iPhone/iPod using iTunes, it was quite disappointing. Upon a whim, I tried to open them using Handbrake on Opensuse 12.2 and basically saved them back and that fixed whatever was wrong with them. iTunes could see and import them (though it is possible that Handbrake is available for OSX as well).
It's exactly the same the other way around for e.g. audio and video editing on OS X vs. other platforms.