MBP Headphone Jack Doesn't Work in OS X but does in Windows
It's entirely likely you have a situation where the drivers on Windows are not detecting a faulty hardware condition and thus continue to send signal to the copper ports. Your Mac may be sending the audio to the TOSlink (optical) portion of the jack.

See this other question for details and a similar answer by @chico on his experience getting around this hardware failure by using different OS / drivers.