Welcome Erik! Good question. Two major WinPhone-only features that come to mind are the keyboard (for text entry) on the Band and voice input/control (
via Cortana). On the other hand, an Android-only feature is turn-by-turn notifications on the Band during navigation. Other than that (afaik) you get the same general feature-set on any phone (which is one reason I love the Band).
I'll happily put $10 on the bet that the golf feature will be phone-OS independent, since there is already GPS on the Band. The only catch will be how MS handles the issue of golf course data (e.g., stroke and map data), though I'm still pretty optimistic that they'll code the database (and/or lookup function) for all three platforms.
-Matt