Sibling comment pretty much covers my feelings on this but I want stress the main point and add a couple minor notes.
My main point is that a window is a window. The app to which that window belongs means essentially nothing to me, I don't think there needs to be a separate hot-key for cycling windows-per-application, I do not find it to be a usefull organizational tool for switching between windows. I am aware of ctrl+tab but that seems to be a generally accepted program-level control not something from the operating system level.
Minor annoyances:
MacOS's cmd+tab visualization has a slight delay before appearing. This seems to be intentional and provides a nice experience when you know for certain that the selected window of the previously selected application is what you want to switch to; quickly tapping cmd+tab switches directly to that window without the visualization. On windows, the alt+tab visualization always renders immediately. I prefer the windows way because frequently the window I want is maybe 2 or 3 back. So I can more quickly locate it visually through the visualization that pops up on alt+tab.
On MacOS, that visualization I just mentioned does not have separate selection for mouse/keyboard in the cmd+tab menu. What this means is that if an errant mouse cursor passes the visualization while you are cmd+tab'ing to some application, the mouse will scramble your selection. On Windows, there are two separate selectors, one for alt+tab (confirmed by releasing alt) and one for mouse selection (standard point + click). MacOS does support both mouse and keyboard but they share the same selection and interfere with eachother. I know this sounds like an unlikely case but I actually find it quite common -- moving the cursor towards the anticipated area of interest in the soon-to-be-focused window while alt+tabbing will frequently pass through the area of the screen where the alt+tab visualization renders.
Why doesn't MacOS have an intuitve way to maximize a window? This drives me insane. It really feels very reasonable to me to want to see the system clock/tray/etc but have a window take up all other available space. This really feels like a fundamental window-control interaction to me and it is not the same as full screen. I do not understand why MacOS does not have this and why it does not seem to bother other people.