Hi there,
Both platforms are equally supported by ZBrush and ZBrush performs equally well on both.
That being said, the Windows platform is more “open” – meaning that anyone can create components for it. Only Apple is able to provide components for the Mac. This means that there is competition for PC components and a monopoly on the Mac side.
So yes, on a dollar-for-dollar basis you will get a more powerful computer if you go Windows.
The flip side of this is that because Apple is the sole source of components they are also the sole developer of drivers. When you buy a computer with specific specs you will get specific performance and you will not typically run into situations where a component driver update breaks anything. With Windows, two computers of exactly the same specs can actually get different benchmark scores depending on what drivers and software they have installed.
It’s a little like Victorian England vs. the Wild West. 
I recommend that you first look at the programs you want to use. Make sure that they are all supported on both platforms. If not, that answers your question right there. If so, then you honestly have pros and cons both ways.