Yes it is definitely easier to go all-in one or the other. I was a mac guy for AGES but with the new directions Apple is going it doesn't work for me professionally anymore (new mac pro is a non starter for me and the last straw). So over the last couple years I've been moving to Windows more exclusively. I always had a gaming computer (windows) and a work computer (mac) but lately I've just been on my Mac Pro, and running windows for personal, and mac ONLY for work (I do video work, and most people I work with use Macs, hence quicktime, hence ProRes, which is MUCH faster to use on mac).
I'm rambling, but I use "MacDrive" to access my mac disks on my windows machine and it works great. It isn't free, but it allows windows to use the drives natively - no manual mounting or anything. It's been pretty smooth. My mac pro is pushing 6 years old (with many upgrades) at this point so it's time to get a new machine -- at which point my Windows switch will be complete.
FWIW, I also use a GD-Audio Compass (DAC/Headphone Amp from China) with my Mac and it works great.