It seems to have fooled me.
Nah, it's a common misconception. The nifty thing about Java is that
Oracle handles all the OS specific implementation so developers can concentrate on the program core... But there's nothing stopping anyone from whipping out some JNI (native interface) and doing it themselves.
It's just a bit of convenience, like using pre-baked libraries or development environments. And it's not something specific to the language. If the JDK stopped development and wasn't kept up to date, the language would eventually fail to work as OSs progressed, and it would need native development.
My 2 cents regarding OS preference, I like Ubuntu. I multiboot to both Ubuntu and Windows, and I'm looking into emulating Android (because I like multiplatform development), though.
No real reasoning, as Eclipse and Code::Blocks work fine under both Ubuntu and Windows, just... Personal taste (Ok, maybe a reasoning is that most of the tools I use - GIMP, InkScape, Blender, ... - are usually geared towards Linux).