Once again, a difficult question to answer because there's no sweeping generalizations you can make. If you're basing the concern on Windows' old reputation for being inferior for graphics work, it was accurate at the time but is no longer true.
Screens on Windows laptops have come a long way, and convertibles (aka two-in-ones) mean you can paint or sketch directly on the laptop screen. With a MacBook you'd need to buy an iPad as well.
Some graphics applications are only available on one platform or the other, so figuring out which ones you need and which you can switch away from is the first thing to decide before you choose between Windows and MacOS. Also consider that MacOS no longer supports 32-bit applications, so if you've got an old favorite that hasn't been updated -- this happens most with small utilities -- but still exists on Windows, that's something to think about.
Some applications may also be better optimized for one platform than the other, or rely on a specific GPU from AMD or Nvidia for their best acceleration. Since you can't really use an Nvidia card with a Mac and none of the M1 MacBooks incorporate any discrete graphics, Windows is probably a better bet, especially for programs that rely on Nvidia's CUDA programming interface. Think about any accessories you need, as well -- the drivers and utilities you need to use them may not be available or be stripped down on one or the other.
MacBooks may run faster than equivalently configured Windows laptops simply because MacOS is a lot more tightly integrated with the hardware than Windows can ever be on its side of the fence. Microsoft simply has to support a much wider variety of hardware than Apple will ever need to, and that adds performance overhead; this can be especially important for activities sensitive to latency, like audio recording. Windows' flexibility is both its strength and its weakness.