Correct, if Windows is involved in the transfer, you are transferring the files over the network twice, coming and going. If this is a 100mbit network, you can't expect more than about 4mbyte/sec data rates. In addition, smaller files will slow down tranfers, even if the network isn't the bottleneck.
We still don't know the network speed and if gigabit, are jumbo frames in use and what size are they.