Cross-compiling is fine, but traditionally it's much easier to write a compiler for the native system - you don't need to consider the bit order or word length of the host and target machines independently. So traditionally, cross-compilers tend to have a few more bugs than native ones, though these days it's much better than it used to be. On top of that, cross compiling means you need to have twice as many boxes, and have them networked up and synchronised so the tests can be run on the binaries after they've been built, which is a lot of faff. Any of that extra stuff can and will go wrong at times, so it's understandable that people want the simplicity of native.
To be honest, for the stuff I work in, it's starting to change and the last big CI setup I helped put together built windows binaries on Linux, though perhaps mainly because none of us were particularly au fait with the MS build chain, so it was quicker to knock up something on Linux and debug it when it failed.
The Pandora should be better than the boards the article author tested, if it ran from NAND flash. The NAND package, being packed on top of the CPU has a simpler and shorter interconnect to the CPU, and will benefit from the same cooling solution added to keep the CPU cool. Pyra might be a bit trickier since it won't be POP any more, so will need a separate cooling solution. But, with neither of them being designed with this sort of usage in mind, it's hard to say that either will be any better than the boards tested.