You wouldn't be commenting on things working at high DPIs on Windows if you've been using a Mac for the past few years. It's really one of those things where a lot of Windows users think that it's fine, but once you see how well seamless and fully supported things are on OSX you realise just how much there is left to do.
Every single app integrates well and the scaling is flawless even for the few that don't support 2x mode. I have never dragged a window between screens on the Mac and seen it appear at the wrong scale.
I've done it about 50 times in the past week at my day job on my Windows machine. To be fair, that Windows machine drives a VR headset that you just can't use on OSX because no Macs have the compute power needed - there are definite wins to going with Windows.
It's just that the Windows mentality is to just get most things working and assume the rest is just something that most users won't care about, whereas the Mac mentality is to get it all to work together seamlessly.