Premiere stores the location of the assets with it's filenames - if they change because you switch the system Premiere is asking for relinking...
What to do? You have to find a way to load your clips wth the same path on MAC & Win - hmmm...
Even with Network shares hard to archive...
--> But You could use a Texteditor with a macro that changes the patch systax automatically. (Premiere Pro is XML internaly)
We used a Finalcut Pro XML on Premiere Windows this way to avoid relinking.
Via "Search & Replace" we changed about 1200 pathes of source clips.