Does your network support IPv6? Most modern versions of Linux do, but if your network does not then having it enabled just slows down address lookups. Opera does try IPv6 first, and then regular IPv4 ... there is nothing inside Opera to be changed, unless you want to disable the website security checks (which should be as slow in Windows as in Linux). If you're looking for a reason why Opera for Windows (12.x) and Opera for Linux would be different, it is probably due to IPv6 handling.
Opera for Linux