Yes, I've developed in Python on Windows. The pi is great little device (I have one) but it's also a pretty under-powered computer. Having a modern computer running Windows, Mac OS, or Linux is probably going to be a better experience.
If the pi works for you compared with buying a much more expensive rig, that's great. I was pretty impressed with the desktop experience on the Pi. But if you already have a more expensive computer, developing on the pi doesn't give any advantages. It's slow, it doesn't have much memory, it's storage is SD cards (both slow and prone to failure). Now deploying the result on the pi is great (you can put those anywhere, they're low power, etc).
If the pi works for you compared with buying a much more expensive rig, that's great. I was pretty impressed with the desktop experience on the Pi. But if you already have a more expensive computer, developing on the pi doesn't give any advantages. It's slow, it doesn't have much memory, it's storage is SD cards (both slow and prone to failure). Now deploying the result on the pi is great (you can put those anywhere, they're low power, etc).