The weight works great on a high DPI display, but on older displays, it just doesn't work. Open on a rMBP or iPad, and it's beautiful. I'm guessing the designers are working on a high DPI Mac.
I'm guessing OS X's font smoothing is more aggressive and makes it look better than Windows'. It also depends on how the font was hinted for Windows, whereas on OS X, the system "knows best" and has its own font smoothing technique.
Original: working on a standard DPI Mac, but it still looks fine - see http://imgur.com/WRWYzBx. Trying to figure it out now...