Finder is garbage compared to Windows Explorer. OS hotkey navigation is much better on Windows and GNOME/KDE/Fluxbox/xmonad. (I actually miss using xmonad; it was soooo good at this.) Office applications (still very real in a lot of environments) are mostly awful on the Mac. iTerm2 is fine, but I prefer PuTTY. Starting applications by their binary name with WIN + R is better (for me) than trying to find them within Spotlight. There are other little enhancements that I prefer Windows over to OS X, but I'm not remembering them right now.
I also hate the new MacBook keyboards. They take "getting used to," i.e. typing "lighter" than I'm accustomed to. Also, not having USB-A ports and requiring a 90W USB-C to USB-C power brick (i.e. not being able to charge the thing from common chargers, the most lucrative reason for using USB-C, for me) is garbage.
The one thing I like about OS X is that it's a BSD with GNU utilities built in. The thing that I don't like is that it's not a Linux and many of the dev environments I've worked in run on Linux, especially now in the age of Docker. While that's good news in that it forces me to do almost everything within Docker, it's bad whenever I need to maintain parity for whatever reason.