I can't reproduce the leak on OS X. I tried adding 15 FXs to the second track, setting the buffer size to 64 and with these Anticipative FX Processing settings: https://i.imgur.com/4GHPWLb.png.
The memory usage stays constant at around 48 MB.
EDIT: Never mind, it's leaking on OS X too with render-ahead set to >2000ms like @snooks said below.