This is, particularly for a novice or intermediate user IMO quite intimidating. It means there is some learnt behavior + keyboard command required to "see anything" and work with the program. If I'm using my trackpad/mouse trying to work out after I start a program why I can't see anything like I've seen new Mac users do for some time it isn't great. Because there is no window its easy to click anywhere else in my search for my "missing program" and immediately lose the "menu bar" that allows you to (Cmd-N) or discover the ability to do that. It's almost like the app never booted up.
Sure you can learn behavior and work around it as I and you have had to do, but if the menu bar behavior changes per window focus anyway I don't see the difference than Windows with menu bar on the window other than "its the Mac way".