I'd like to know :
1) It is supported to have SiteMinder Policy Servers in RedHat server and other Policy Servers in Windows server using the same instance of Policy Store?
2) Is there any reason to use Policy Servers in Windows (Windows 2012 R2 or Windows supported OS) against RedHat 7.x versions?
1 - Yes it is supported. Make sure that both Policy Servers are the same version and that the Policy Store data is the same version as the Policy Servers.
2 - You might prefer to use one or other OS version because of performances issues.
To determine which is the best results in your environment, you'll need to benchmark Policy Server performances on both operative systems.
We have no such benchmark results as it depends of each environment and the use each customer make of it.