On Linux, you run windows programs through wine, which is an additional layer that can theoretically slow down the program.
Also, windows supports certain constructs like io completion ports or WaitForMultipleObjects that historically haven’t been emulated efficiently on Linux since it lacked comparable primitives, although those specific ones have been greatly improved in recent years with io_uring and FUTEX_WAIT_MULTIPLE.
There have been similar issues with direct3D since wine used to have to emulate it in OpenGL, but with vkd3d, wine has more opportunities to efficiently implement the d3d apis.
Basically wine being slower was the norm until quite recently.
Before an American lights their house on fire, do not plug a 120V appliance into an 240V circuit using one of these adapters. If you live in North America, a 240V appliance will not use an ordinary plug, and the 120V ones that do will probably light on fire if you plug it into one of these. You need to import a 240V appliance from a different country, and then it will use the plug from that country and not an North American plug.
Also for the non-Americans, 240V circuits in NA need 4 wires (2 hots, 1 neutral, 1 ground) instead of 3, so usually only 1-2 circuits in the entire house will be 240 and the rest are 120. If you want to install another 240V outlet, you probably need to install a completely new circuit at the breaker and run new copper wires from there to the new outlet, which is very expensive.
Also, wires heat up according to their current. Normally the breaker at the panel can open the circuit if the current is too high, but 240V circuits are often rated for much higher currents (e.g. 50A instead of 20A), and the appliance itself will draw a lot more current than it expects if the voltage is double, which can internally overload it even if it doesn’t trip the breaker. E.g. if you plug a 120V 15A kettle into a 240V 40A circuit, it will draw 30A according to Ohms Law, which will probably cause wires within to overheat and eventually light the kettle on fire without tripping the breaker.