The Windows registry is a simple key-value store, just like the macOS defaults system. Windows installers/uninstallers may create/remove some registry entries, but those are typically entries for file associations and the installed program list, and perhaps some global settings. But then the app is free to write its configuration data to any registry key it likes (usually ones named after the app), or to files in ~\AppData, or perhaps C:\ProgramData. It’s not much different to macOS in that regard. The uninstaller may offer to remove the stuff in AppData, or it might keep it as-is.
(~\AppData is a bit less messy than ~/Library, because there are only three folders in AppData where application folders could go, but Library has all these folders with various meanings.)