Mac OS X arguably comes with better fonts out of the box, but people can argue about this. Where it has a clear advantage, though, is management and ease of use. The built-in font chooser on a mac is leagues ahead of what you get in Windows programs, and the built-in font manager is simple and powerful (for some purposes you still need 3rd party software, but Windows font management absolutely sucks).
Font smoothing is also vastly better on a Mac. Windows font smoothing still looks blurry in a lot of places, and Linux is just best not discussed. If you're rendering text to images or pdf graphics, having it come out looking good is a huge advantage.
I'm on a Windows box right now, and I have open four applications that all have subtly different UI styles (not including Windows 8 Metro Apps) - all are Microsoft programs. That's kind of atrocious. By contrast, Apple requires all its in-house applications to adhere to their strict UI guidelines. Most 3rd party applications do so as well, because Apple makes it really easy to do so.
This also extends to deeper concepts like changing application and system settings. With a Mac, nearly everything that's meant to be user-accessible is done through System/Application Preferences, located in the apple menu in the top right corner. With Windows, stuff is all over the place. Control Panel in Windows 8 is increasingly harder to get to, there are new settings you can only find in the Metro interface and not in control panel, some applications use Tools > Options... but others use File > Options or Edit > Settings; sometimes File is a menu and sometimes it's a Windows 8-style screen, and so on and so on. Chances are, if you notice and care about graphic design, you notice and care about the design and function of the UI.
This, for me, was always one of the big ones. The Windows key is basically wasted space since 1995; it has a few more functions under 8 but few people know about them and even fewer use them. On a Mac, those keys are mostly available to user applications as modifiers, both for keyboard shortcuts and mode modifiers for e.g. mouse actions. Your average user doesn't notice this much, but power users do, and graphic designers are definitely power users of their applications. As someone who has used Adobe applications under both Windows and OS X, it can make a lot of common tasks easier to have that full complement of modifier keys available. It also helps that the most common modifier key, command, is right next to the space bar where you thumbs can reach it instead of the control key off in the corner.
I don't know whether their components are more energy efficient, or put together better, or they just put better batteries in, but Macs have better battery life than PCs pretty much across the board. If you're an intensive user and you're doing work on the go, having an extra hour or two of juice while you work is a big deal.