When you publish more than one fitnesse xml results in this way (pipeline):

step([$class: 'FitnesseResultsRecorder', fitnessePathToXmlResultsIn: 'fitnesse_*.xml'])

On a linux agent, if you go to FitNesse Results, you get the links for the two results and you can click on them to browse them.
The link resolves correctly to:
http://localhost:8080/job/MyJob/5/fitnesseReport/fitnesse_linux.xml

But on a Windows agent, the link points to a local disk folder as opposed to a http URL
C:\jenkins\workspaces\MyJob\fitnesseReport/fitnesse_linux.xml

This means that the link does not resolve when Jenkins is running (as expected) on a remote machine.