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UPDATE

Thanks to Anon's answer, I figured out that the file system was at fault - I used NTFS. The following are the results using FAT32.

Windows:

diskspd64 -b128K -d5 -o32 -t1 -W0 -Sh -w0 cdm
508, 518, 520, 513, 513

fio --name=dontknow --ioengine=windowsaio --thread --size=1024m --bs=128k --time_based=1 --runtime=5s --iodepth=32 --numjobs=1 --rw=read --direct=1 --buffered=0 --startdelay=0s --filename=cdm
557, 557, 557, 558, 556

Linux:

diskspd -b128K -d5 -o32 -t1 -W0 -Sh -w0 cdm
529, 528, 529, 529, 529

fio --name=dontknow --ioengine=libaio --thread --size=1024m --bs=128k --time_based=1 --runtime=5s --iodepth=32 --numjobs=1 --rw=read --direct=1 --buffered=0 --startdelay=0s --filename=cdm
560, 560, 560, 560, 559

ORIGINAL QUESTION

Based on the same input file on the same drive, these are the resulting numbers for read speed (MB/s - I ran each 5 times) for given commands on Windows:

diskspd64 -b128k -d5 -o32 -t1 -W0 -S -w0 cdm
555, 555, 556, 556, 555

fio --name=doesntmatter --ioengine=windowsaio --thread=1 --size=1024m --bs=128k --time_based=1 --runtime=5s --iodepth=32 --numjobs=1 --rw=read --direct=1 --startdelay=0s --filename=cdm
561, 553, 562, 561, 558

And Linux (to be precise - KDE neon useredition-20180802):

diskspd -b128K -d5 -o32 -t1 -W0 -Sh -w0 cdm
1800, 2000, 1925, 1891, 1973

fio --name=doesntmatter --ioengine=libaio --thread=1 --size=1024m --bs=128k --time_based=1 --runtime=5s --iodepth=32 --numjobs=1 --rw=read --direct=1 --startdelay=0s --filename=cdm
2637, 2826, 2593, 2770

I would also like to mention that this is a SATA SSD drive with an official maximum read speed of 555 MB/s. So the Windows numbers seem to be accurate.

Unfortunately there's not enough information to answer your question - it is often necessary to see the full fio output from your run and to know what version of fio you are running because this can say things like what depths are achieved and how busy Linux thought the disk was during the run (e.g. when latencies are close to 0 that's almost always a sign of caching taking place).

Could be that the filesystem the file is on doesn't support direct=1 with the options it is using. Could be your file was entirely cached for some reason and you're just reading back from the cache (watch out for this when file sizes are dramatically less than your total RAM). Could be that because you didn't write to your file it's sparse/empty and not really "there" (try doing a full set of writes before you read it back)...

PS: thread doesn't need to take a value (see http://fio.readthedocs.io/en/latest/fio_doc.html#cmdoption-arg-thread ).