Test across different operating systems in the main CI workflow

[maxrjones]

Towards #716, try to catch windows incompatibilities in the CI

• Closes #xxxx
• Tests added
• Tests passing
• Full type hint coverage
• Changes are documented in docs/releases.rst
• New functions/methods are listed in api.rst
• New functionality has documentation

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 87.55%. Comparing base (8230c36) to head (b474f0c).

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #737   +/-   ##
=======================================
  Coverage   87.55%   87.55%           
=======================================
  Files          35       35           
  Lines        1848     1848           
=======================================
  Hits         1618     1618           
  Misses        230      230           

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