I dont know what you want to achieve with such a post.
The goal is not having any ‘extra box’ regardless if Windows or Linux. Our intention is to write a DataSource Agent (AKA Special Agent) and as check_mk is available only on Linux it has to be Linux 
The reason is not having indirect monitoring. We wont to avoid that we go through a Windows Host which is not related to the intended monitoring and could be decommissioned which would remove this monitoring silently.
I hope you feel better with that information. Any helpful posts are always welcome.
Best regards
Michael