Yep. They are MS ingenieers, of course Windows is easier for them. Plus it's good publicity. Given that they are paying for it, it's fair they start like that.
Exactly, we started on Windows out of ease-of-start/momentum. There are absolutely no plans to make this a Windows-exclusive. Basically we want to show this work pans out before working before putting in the work to make it cross-platform (we have an open issue to move to CMake to help solve the cross-platform problem: https://github.com/Microsoft/Pyjion/issues/76).
It's exploratory in the sense that we are seeing if this general approach works for CPython. But if this exploratory work shows promise, then we will see it through. And since I'm also a member of the Python development team I always want to see Python be faster and succeed more. :)
Pyston seems to be catching up to PyPy fairly quickly ...not sure if there is anything transferable to pyjion, but if you haven't done so might be worth checking out.
Also for getting around the GIL, PyParallel seems to have a really interesting (and seemingly successful approach: http://pyparallel.org/
Its being worked on by one of the Guy's at continuum...and It's definitely in continuum's best interest to help python's future so I'm sure they wouldn't mind collab.
Looks like the authors are focused on Windows for their initial prototype development.