This is not what I experienced so far. I use Golang on both Linux and Windows (50/50) and I didn't have any problems. What are you referring to exactly?
As I said, YMMV but the biggest standout that I remember was trying to play sounds using the windows API. There weren't any packages our team could find that really did it correctly, the one that everyone pointed to leaked memory like crazy and it was hard for us to track down since it relied on bouncing back and forth between C and Go so frequently (making malloc/free lifetimes difficult to follow because C can't know what things have been GC'd by the Go runtime)