Pyrosim runs the release version of FDS associated with that specific version of Pyrosim. You should see the same results were you to run the that version of FDS outside of Pyrosim. Assuming your machine has sufficient resources to be simultaneously running Pyrosim and FDS, I would not expec that would see a large speed difference.
For large simulations (lots of grid cells over multiple cores), Linux is generally better at managing multiple cores and generally a dedicated Linux cluster will not have the same level of overhead for the operating system that a Windows machine does.