If something like Windows98 probably because of it not using the HLT instruction of the CPU vs. Linux doing the right thing, resulting in a cooler CPU on average when running under Linux.
Reasoning by MS was low quality of the countless low-end power supplies, and maybe voltage regulator modules on mainboards, being 'unreasonably' stressed by load changes that fast.
I remember when I was using Windows 98, the media player [1] I was using is shipping with a tray icon which has a menu item written 'Save power when CPU is idle'[2]. It did exactly that (HLT thing). After ticking the menu, CPU just go cold.