They should be the same, but it seems Adobe's products are designed on the Mac and then ported onto the PC and not always according to how PC progs work and some of the numerous issues/annoyances I've come across recently [with XP installs of Adobe stuff] seem to be down to this.
But Bridge seems to be flaky on both OSes if you look at the Adobe forums. And as I am forced to use Bridge for some tasks to make up for LR's stupid deficiencies, you want to look at how bridge works too.
But there is an easy way out to your dilemma, install on both OSes using 30 day demos and then decide.
When it comes to file management, an important issue with images, I prefer XP as I loathe Finder and I can also use a programme called Directory Opus to do my file managing which sadly is not available on the Mac. Explorer is better than Finder, but DOpus is soo much better again. It's amazingly good.