I think some people find the issue exists on both OSes. In fact The Verge did a report on this and found that going to classic mode on Windows removes all the unnecessary animations the best (paraphrased).
Also works on Win8 and Metro apps. Disabling animations removes the fly-in and makes the system feel snappier. I doubt it makes much difference, but it's nice to have the option.
On MacOS menus appeared instantly and faded out when you've made a selection.
On Windows the menus faded in and disappeared instantly.
Didn't take me long to find the option to turn it off, but it was quite annoying.