As Sezo suggests, technically that’s possible (though it’s equally possible the other way round too) … if the Linux drivers are badly written.
The trick is, buy a printer that has decent Linux support … HP
and steer clear of manufacturers that are half-assed about Linux support.
goldtopia’s Canon drivers haven’t been updated since 2009 (IIRC), which doesn’t show a great deal of support for Linux from Canon.
At the end of the day, printer hardware is pretty much sold at give away prices … the money’s in the ink … so rather than keep refilling a printer that you suspect has crap Linux drivers, get a new HP 
Or at the very least bitch at Canon, rather than blaming Linux.
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If printing from a dual boot system and the same printer driver is used for both OS’s its quite possible there may be no difference of ink usage between linux and windows. My windows XP and Linux Ubuntu run on two separate hard discs which are on caddies. The Canon MX420 printer driver was installed from a Canon CD. The printer driver for Linux was downloaded from the internet. Both boot separately on different hard discs with printer drivers installed from different sources. So that could likely be the reason for the difference in the amount of ink being used. I note the comment about Canon drivers being out of date. The MX420 printer is not very old but the linux printer driver might be, I don’t know that for sure.
Recently I bought a HP Deskjet f2180 which is on the linux recommended printer list but am keeping it spare for when the Canon breaks down. The amount of trouble trying to get the Canon to work properly on Linux convinced me that HP is the safest bet. In the meantime if I need to scan anything I’ll use windows which is not all that often.