L2TP/IPSec works problem free on Linux, both as a server and as a client. However, for your particular server--sure, it might not work with that
one specifically. That's always the case in the corporate world... At my employer, for some internal websites only IE works right, for others we're told IE doesn't work at all and we either use Google Chrome or Firefox. Some have Java applets, and for some you need a newer JRE or they don't work, while others don't yet work right with the newer JRE
Yes, sure, on Windows everything works just fine
You have one example of a thing that for you works on Windows, but doesn't work on Linux. Don't blow up that one example. That said, as we like to say around here--use whatever works best for you to get the job done.