I use my laptop open though, so I can still control it when using the windows pc.
For audio, I use a simple 3.5mm splitter. They work in both directions, so with the right combination of male/female 3.5mm cables you can merge the audio for about $10. There are fancier audiophile solutions too.
Something like synergy (from symless, there are competitors and FOSS alternatives but I can’t remember their names) might be good for your use case, to carry over m/kb input to the non-windows machine.
I'd say in order of seamlessness: KVM switch or monitor input switch Looking-glass parsec, steam in home streaming
I have a KVM switch as well but I kind of prefer to run things in a window.
There's a couple quality of life things about running windows in a VM as well. When it goes on it's update parade I can just close the window and ignore it. And with snapshotting a bad update can just be rolled back.
It also works via Internet out of the box with any shitty office notebook ;)
I have this hooked up, so that I push the switch and the monitor inputs automatically switch
I also have a (cheap) physical audio mixer to do the audio, but you can do the same thing with pulseaudio and a line-in cable from one computer to another