Another difference (when it comes to games programming) is that Android phones in particular are incredibly varied, and the GPU drivers are often really bad so

Another difference (when it comes to games programming) is that Android phones in particular are incredibly varied, and the GPU drivers are often really bad so moderately non-trivial code can easily crash the whole phone. The upshot is that you have to code very carefully to a small subset of OpenGL ES, which limits the clever stuff you can do do improve performance. For example, trying to share your GL context across multiple threads is a good way to crash or hang your Android app, even though in principle it's supposed to work. Windows hardware is also very varied, but it seems like desktop Direct3D drivers are relatively good compared to mobile GL drivers. (OpenGL drivers, unfortunately, are also really bad on desktop.)