First - the obvious is that while the versions of python might be the same, they have been compiled with different compilers and naturally that means the optimization levels are completely different. You could recompile python for both systems using gcc for example and run the whole thing again. However I will advise you to do this only if you are sure about what you are doing. More specifically for linux since many of the processes which run depend heavily on python. Take a look at this discussion.
Second - windows naturally takes up a lot more resources than linux and out of the box windows starts significantly more processes and every process is generally an infinite loop, taking up resources.
Comparing performance based on OS is a wrong concept. It's basically like comparing apples to oranges. Each system has different ways of managing it's memory and the running processes. The file system is another very important part - since python is in most cases an interpreted language, each import is performing disk operations.