This depends on which O/S one considers primary, and which are their requirements.
For example, this architecture prevents other hypervisors from running¹.
If one wants to run, say, a fancy filesystem that is native (to Linux) and/or stable, again, one can't.
If one considers Linux the primary O/S, they could give a shot at VGA passthrough - I assume that if the system supports ESXi, it should support VGA passthrough as well. I personally prefer it to a native Windows - besides not having to perform reboots (which is minor), I like to have a snapshottable system. The caveat is that if one wants a very stable guest, they should reserve the GPU for that purpose (I do).
For example, this architecture prevents other hypervisors from running¹.
If one wants to run, say, a fancy filesystem that is native (to Linux) and/or stable, again, one can't.
If one considers Linux the primary O/S, they could give a shot at VGA passthrough - I assume that if the system supports ESXi, it should support VGA passthrough as well. I personally prefer it to a native Windows - besides not having to perform reboots (which is minor), I like to have a snapshottable system. The caveat is that if one wants a very stable guest, they should reserve the GPU for that purpose (I do).
[¹] https://docs.microsoft.com/en-us/windows/wsl/wsl2-faq