- Management Studio is superior to any standard query manager ive found for PG. I currently use what is in intellij (which is similar to their datagrip product) which I find perfectly acceptable and in some ways superior to Management Studio, but PGAdmin isn't in the same ballpark.
- MSSQL visual query explainer is great - ive found some alternatives (http://tatiyants.com/pev/#/plans) and in general ive gotten much better at reading and understanding the text output of PG's explain, but I do miss MSSQL in this regard.
- MSSQL CTE's not being optimization fences meant that I got to use them in more places. But I can do more things with CTE's in PG (such as using an ORDER BY) - this is relatively minor but annoying - readability with CTE's vs subqueries is much improved.
- Snapshot and transaction logs with MSSQL is much better than any alternative ive found with PG, but tbf I haven't looked into it very far. When it comes up though it would be really nice to be able to restore to point in time easily with PG.
- I do occassionally come across missing functions in PG, but thats getting more and more rare.
- Cloud offerings - they exist for PG and are great for what they offer, but many extensions are not available or not fully configurable which is also sometimes hard to even determine.
All that said - if you aren't already invested in the MS ecosystem, PG would be my preference for sure. JSON/hstore/arrays alone make so many things possible even if you arent using those datatypes in your tables.