Both OSX and Windows 10 do suffer from UI lag but, in my experience, it is far worse on Windows 10 to the point where I have come to absolutely detest Windows 10. It's particularly bad on the login/unlock screen, which often takes multiple seconds to even appear when you get back to your machine - frustrating when you're in a hurry.
With that said, some of it is certainly application specifically. Office 365 Outlook, for example, is particularly egregious in this regard: switching between windows, or between mail and calendar is awful. Microsoft Teams also regularly hangs for multiple seconds when switching between teams, or between chats. Extremely aggravating.