It may be hardware, software, or even the OS. One thing I can tell you for certain on Win machines is that I have found that archived files (.zip and friends) transfer much, much quicker than uncompressed directories and directory structures.
You didn't mention which level of the USB spec your drive was using. It's possible that the Windows 7 drivers developed for that external drive utilize that protocol more efficiently and allow faster data transfer. I've read that most USB connections only use about 2/3rds of the potential transfer rate.