Is there a reason to migrate?

Cross platform DDB moves (Windows to Linux) are supported.  Linux OS proven to be more secure compared to windows. On the flip side, not all the backup admins are Unix savvy.

You need to ask yourself what in your environment are the best options. Technically there are no more limitations between Linux and Windows Mediaagents, as VSA is fully supported with Linux. One of the most used arguments when it comes to Linux is the fact that you don’t need to reboot that much as with a Windows OS, so you have less downtimes.

Security is also a good aspect, as Linux Mediaagents are mostly not AD-joined and not that easy attackable. On the other hand: a well maintained Windows is nearly as same secure.

If you want to have maximum security, you should consider a two OS based strategy, while the primary backup is send to one OS and the auxcopy is made by the other (backup with Windows, auxcopy with Linux and vice versa).
Please keep in mind that this will also have an impact on your maintenance time and the effort you need to handle.