I think there are certain machines on HTB that more ore less requires a Windows box to test your scripts (or at least it makes your life easier). In particular if you creates more advanced PS scripts, when it comes to hacking SQL server a Windows box is also preferable due to the number of tools available on Windows (the latest version runs on Ubuntu but the management tools doesn’t). And then we have the Active Directory… So I can not understand how a few people in this thread manage without a Windows box.
With that said, I am running a Mac as my ”host” because the build quality of the hardware is superior. I rarely work on OSX though, I have about 5-6 VM’s running with Kali, Ubuntu, Windows. I also have a separate box to crack hashes with dual GPU-cards.