During the past few days, I was reading Intel Manual about Monitor/Mwait instructions and as I understand this feature can be disabled and re-enabled by using IA32_MISC_ENABLES MSR.
I have the exact problem in my MacBook Pro as described in this topic.
The problem is Mon Feature is disabled when I check it in Windows but it is enabled when checking it in OS x. (In a dual boot system, not a virtual machine)
I check this by using MacCPUID (EAX=01H,ECX=0):ECX which is enabled in OS X and using Gnu Win32 CPUID which says this feature is not enabled so it seems something like my OS turned off this feature.
I also check this by using the following assembly in Windows :