He just asked about game engine and You are giving him reasons why not to switch to linux. Maybe he just wants to create 2D games on Android? Linux is good OS for this. I am starting to develop games for Android and html in Ubuntu and I am very satisfied with it.

I use: libgdx as engine and box2d for physics (language java).

He just asked about game engine and You are giving him reasons why not to switch to linux.

That tends to happen when people ask very vague questions.

It might help if the OP clarified what exactly he is looking for...

hmmm...interesting. Seems clear to me...
well, you could get the UE4 source from github and try to compile it under linux. I think most everyone would agree that's a good engine.
Probably an annoying undertaking though...

edit:
I wanted to get on board the XP thing because I have respect for the president of the Game Engine Architecture Club, but it's off topic so...

I recommend the Godot Engine. That's what I'm using for my game dev, and it hasn't disappointed. I used UE4 a while ago, and in my opinion, at least, it's a mess. Powerful, but not easy to work with, at least not when you're trying to hunt down the bugs that make it crash (though hopefully it's not as crashy now as it was six months ago). I wouldn't bother with Unreal unless you actually need that kind of power.

Personally, I tried Linux about three years ago, and I can't go back to Windows now. I'm not saying Linux is "better", but it sure as hell gives you more control over things. True, most games and tools are Windows-only, but there's Wine and virtual machines if you really need that software. And there are plenty of Linux tools and games. I have about 80 games from Humble Bundle, all Linux-compatible, which I haven't even downloaded yet. I don't do wine or virtual machines or any of that, because I don't need to. Anyway, maybe you'll like Linux, maybe not. But I definitely recommend trying it. It's not like it costs anything.

I second the motion for the Godot Engine. It is potential competition with Unity3D (I used Unity before it was popular). It is completely free too.

I'm currently using Ubuntu exclusively for my homebrew game development projects. The learning curve was pretty steep to get things going initially, and since I don't plan any commercial release of anything, I think it is a pretty cool environment. I'm not using any game engines so am not an authority on subject of the best game engine to use.

I would advise the OP to go with the main suggestions trying each one out if they are patient enough, and go with the one that is: stable, provides the features they need, and they enjoy using.

Sometimes people forget whatever environment you choose to use must also be at least somewhat enjoyable to use to see your project through to completion.