By saying you have a simulation in a for loop, I am assuming that you are using Simulink together with MATLAB.
There are many possible causes which could impact simulation speed, but generally speaking the speed is governed by the system (i.e., processor, RAM, amount of swapping that is occurring, etc.) A few things to consider with regard to simulation speed include graphics engine speed, CPU speed, and amount of memory. Thus, it could be that your Linux machine has less computing power or less memory than your Windows machine, which is causing the slow simulation.
Please also refer to the following MATLAB Answers post for some tips and tricks on how to speed up simulations: