It really depends on what you want your hard earned $$$ invested in hardware doing. In the past 3 years I have done it all with respect to trying to get the machine to be a DL rig. The problem with most virtualization options is that you cannot get the GPU to pass thru correctly for CUDA to run, in particular on Nvidia “gaming/consumer” cards.
In the early days of fastai, I ran exclusively on windows, but it sure was not perfect. I then went to dual boot on the machine with Ubuntu installed next to win10. But i ended up with issues with the machine going to sleep, waking up, random reboots and I just got tired of it. I then went to Ubuntu exclusively and ditched windows as fastai matured, but the windows libraries did not. I then tried the virtualization route, and had some success with GPU passthru in UNRAID, but I could only get one card at a time in the VM. Never could get docker to work quite right in UNRAID for DL either. So I went back to Ubuntu alone. Problem with that was, I still liked windows as my daily driver, and lots of $$$ just sitting idle if I wasn’t doing DL. Now, in the past few days, you can get GPU passthru within windows using WSL2. See my post here:
Again, it is not perfect, but it is a step in the right direction for the windows loving folk. Maybe by the time you get all your hardware it will even be more mature and stable.