Under linux, application settings, configurations, caches and much more are stored in the /home directory of a user. Each time you open an application, all the mentioned data has to be read from the slow HDD.
MS Windows stores the above data on the system partition (SSD).
This is the explanation of the speed differences. If you would have the home partition also on an SSD there would be nearly no difference.
It is recommended to have root AND /home partition on a SSD to benefit from the speed. Having /home on a HDD will slow down your system performance. Only “real” data may be stored on a HDD (movies, music, pdfs, …stuff like that).