On Ubuntu 14.04, buildandrun.sh proceeds to build even after the submodules have failed to be checked out (no permission to access repository), which gives misleading compilation errors because of missing files. On Windows, the build is instead aborted when this happens, which is much better.
Also, whenever something goes wrong when running buildandrun.sh, the terminal exits, closing the terminal window. Same thing on Windows. This makes it hard to read the error messages and figure out what has gone wrong...