The difference for me is largely flexibility. Windows tools tend to be monolithic, which is okay for certain things, but it's generally difficult to extend. As a developer, modularity is important to me. Even GCC I can't use to build any development tools since it's monolithic. LLVM is extremely modular though and even provides an intuitive API to interface with the AST, which makes building any new tools simpler (ycm is based on it).
I disagree on the well thought out IDE. A lot of people I know are more productive with them, but the functionality tends to actually slow me down. The interfaces are generally point and click oriented, which I prefer to avoid. Another issue is that non-typical functionality tends to be hidden behind deep, unintuitive menus. Doing simple things often means digging through documentation, searching the web, or even manually digging through menus which wastes a lot of time for me. For example, building a static LUT with 255 entries. With vim (nvim), all I need to do is...
qqILUT[=i] = y;:let i+=1q254@q.
I'd be skeptical there's a way to do that in an IDE.
I personally haven't had any issues using syntax based or explicit code folding in vim (nvim), but it's rare that I actually need it. Normally I can navigate by searching, code reference, generated documentation, or a code search and cross-reference tool though.