The built-in arp command on Windows will not take a hostname as an argument, you must specify an IP. In contrast, Linux will let you specify a hostname and it will do DNS to get an IP and then report the MAC of that IP, eliminating a step.
Perhaps Microsoft did this because conceivably you could have a machine with 2 or more IP addresses, and Windows wants to make Really Sure™ that you want the MAC address of that particular IP.
This will be the first article in which I mention Windows' "Really Sure™" technology. You know, the one where you have to click 12 times to get through an install Wizard, and you are asked 2x if you really, truly, deeply want to delete that file. If you don't trust yourself, or you have a multiple personality disorder, Windows Really Sure™ will save your bacon.
Or it'll result in you and your friends blindly clicking any "OK" "Yes" "Confirm" and "Next" button that you see.