broadly, gain flexibility, lose familiarity. just try it and see.
one thing i’ll spell out, you’ve likely never had to consider the logic by which windows loads dll versions. essentially, if you put a modified dll file in the same folder as an executable, when the executable calls for it that modified dll will be loaded instead of the system’s builtin version. game and software cracks sometimes rely on this principle. but on linux via wine/proton, that isn’t the case. so you’ll need to configure wine/proton to do a “dll override” in some cases (i.e when your game/software crack utilizes a modified dll). the process is pretty straight-forward, the main thing is knowing you need to do it.
Many cracks rely on underlying mechanisms of Windows that end users don’t really need to think about. So if “better for piracy” is purely about ease of applying cracks and successfully executing them, Windows is definitely better. That doesn’t mean it offers the best possible experience though.
Any old-school cracks (anything that isn’t a hypervisor bypass for games with denuvo, which isn’t recommended for most users anyway) will run on Linux, with varying levels of required tinkering. A lot of the time you can just add a cracked game or app to steam and run it there, but sometimes it isn’t quite that simple. It depends entirely on the game/app and how the crack functions.
If you’re willing to learn the tinkering part, it’s good knowledge to have and gives you more flexibility over how software/games are run. This is particularly useful for mid-tier machines that can’t max out all settings on all games, for example with forcing specific resolutions, display modes, virtual displays, upscaler presets, global upscaling, gamepad config.
Given there are very few roadblocks with Linux I don’t think there is an OS that is “best for piracy”, rather the best choice depends on user preferences and expectations. Certainly if your top priority is the least amount of effort to get things running, choose Windows. But you’d also need to accept dealing with Microsoft’s bullshit, and forego performance improvements you’d potentially get with Linux.