UI issues aside, which I'm not that sensitive too, my biggest complaint with Windows is... I can't easily swap CTRL and CAPS LOCK. Every solution I can find involves becoming an Administrator to edit the registry, or install the SysInternals device driver (!!!) - madness!
I used to have a Mac, and it was a toggle setting. Linux as well, if gnome-tweak or the equivalent for whatever desktop is installed. And at home, I can become Administrator to do this. But at work I can't, the systems are very locked down. However on Linux even as a lowly regular user I can setxkbmap and do it.
This annoys me a ridiculous amount every time I have to work on a Windows machine.