The problem is that OSX's behaviour (and not, notably, Windows') is to try once then fail as a "good enough" solution. It may indeed keep trying, but it's a problem that Windows never runs into in the first place.
I'll admit to having only a rudimentary knowledge of how wireless networks work, but it's better than 99% of users and I find OSX frustrating (in this regard). At the end of the day, the user doesn't care whether the router manufacturer isn't following the spec, or whether Apple's implementation is buggy. The simple fact is that it works on Windows but not on OSX, and that's a failure on Apple's part.