Connection relayed only across operating systems

My setup

I use Zerotier One on different machines running different kinds of operating systems. I have 2 Windows PCs, 1 MacBook Air, and 1 cloud server running Linux (Ubuntu). One of the PCs is on the same network as the MacBook Air, while the other devices are in separate environments. All of these machines have Zerotier One installed from the official site.

The problem

Strange things happened when I tried to connect my devices. Connections between Windows PCs are direct and flawless, but those between Windows PCs and the Linux server or the MacBook Air are relayed and perform poorly. However, the connection from the MacBook Air to the Linux Server is direct, it seems like the link type of my network is determined solely by the devices involved in the connection being both RT or both UNIX-like.

I know my conclusion could be ridiculous, so I wonder why this happened, and if there is a tweak I could perform to avoid the relay.

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