Is Windows 10 compatible with SQL Server 2014 Developer MDS?
I think it is fine; the documentation was just written long before Windows 10 was released and hasn't been updated (I've sent in a note that it should be corrected). 

In fact it is listed as fully supported here, with no special caveats for MDS. I have never heard of any components of SQL Server 2014 having any compatibility issues with Windows 10.