Yes, this is normal. Dolphin is generally optimized for Windows Os and that's why you see better performance in the Windows side. The devs always try to keep up with other OSes also, like Linux, but the main platform is still Windows.
Rig
*Corei5 3570K *Nvidia 9800GT 1GB DDR3
*Motherboard Asus P8H77M-PRO *Win7 x64
*RAM 8GB DDR3(1600)
