are these VMs on same host.. If yes check windows features like Defender/antivirus .
disable them if any and try.
try using the paravirtual scsi controller for the VMs.
The windows has no antivirus.
It seems that windows won't boot when I change the controller to paravirtual.
If I change to paravirtual, after booting from windows CD, it won't detect the disks.
check if you have the config mentioned in the below KB.
Also check the support details for using pvscsi driver..
honestly.. I am getting little unsure of what we are chasing here exactly.
Linux in general as an operating system is much faster than windows... so I don't know how to just differentiate these when in come to copy or data write.