If it’s a type of enemy you see just one of at a time but see it often, sure. If there’s many, cost of copy/delete is definitely not that high relatively speaking.
(random sidenote: in the first Mirror’s Edge game, you can sometimes hear enemies you passed scream as they fall when you pass from one part of a map to another, as the ground in the map is unloaded before the enemies unload)
Varies between games, it’s common there’s features missing so it’s not equivalent but often Linux has remained faster when equivalent because its implementation is more efficient. Unless you’re dealing with ray tracing and other recent fancy stuff.