I think there is another consideration when playing some games as well.
If you are going to use like 3rd party add-ons and assistive software, in general they would be better and more available on Windows.
Elder Scrolls 4: Oblivion is the perfect example of this. Tons of mods on the PC version and none that I know of on the X-Box version. Depending on your prefs, these mods correct serious deficiencies and allow the game to cater to your personal tastes. One such example is ignoring the main quest in Oblivion which some people did not like. I liked the main quest but I did not like all of the all most identical content inside the Oblivion gates.