I don’t think they do. For an example, let’s see one of my previous companies.
Our front-end developer used OS/X both for her design work, and for front-end development. When we asked “why?” she said because that’s what she knows best.
One of our back-end developers used Windows. Although he had some problems with the initial setup (the production servers were Linux based), he went on, and were really productive. Again, when we asked “why?”, he said because that’s what he knows best.
Now let’s see myself. I started using Linux in 1998. It’s my primary OS since about 2005, and pretty much my only OS since 2010. I usually develop for Linux machines (ie. the target production system is Linux), so it’s easy to set up. I have all my config files backed up, so whenever I get a new machine, I can quickly apply my settings and get to work (now do that with the registry-based Windows apps). However, if you ask me “why?”, I will most probably say because that’s what I know best.
As you see, it all boils down to personal preferences. Choose a system you can be productive on, and try to stick to it. Also, choose a system on which you can quickly upgrade your tools (ie. Gentoo is out of question here), so you won’t render your workstation non-usable. This is valid for every tool you use, now just the OS. Try sticking to the same editor (whichever it may be), the same shell (if you use the command line a lot), the same browser (your we app should have automated tests running in every targeted browser anyway), and so on. Despite that, don’t be afraid to try now things every now and then (that’s how I started using Emacs instead of ViM, but that’s another story), or you will be stuck with the same stack forever.