Search is an immediate stand out feature. I rarely use shortcuts these days, just "Super + 'term' + Enter" Windows start menu search is almost non deterministic these days.
When working from home, I often switch between audio devices - this is something that was easier in previous versions of Windows, same with messing with the audio mixer to change the volume of different apps.
The start menu as a whole is _entirely_ useless now. You can't drag shortcuts onto it, you can drag shortcuts from it, who knows how to add items to it.
App data storage can get wacky with state stored who knows where. AppData, ProgramData, Local. They wanted to make everything UWP apps, which store stuff differently to legacy apps and then they changed that again - so now apps store stuff in like 4 places.
OneDrive rewrites locations like Desktop, Documents, etc so you have two Documents folders - one isn't used but it's there because... it's there. Some apps write to one of the folders and other apps write to the other.
Interacting with settings in any meaningful way. Network proxies are entirely broken on Windows 10 and 11 - with no diagnostic output or way to know they are active.
They announced the beautiful window decorations of Windows 11 (which I like) but there is no API to build apps using it - at least not that I can tell. There is the WinUI library, but the examples on the Windows developer website don't even compile and they don't seem to care about it at all.
--- That said ---
Windows absolutely _crushes_ window management and file admin. Nothing comes close for that.
Tiling is perfect. Windows explorer is rational and powerful.
Finder is not even 5% as good. However MacOS and Gnome do workspaces in multi monitor setups way better than Windows (separate workspaces per monitor).
IMO the _only_ thing MacOS has going for it is a bash terminal that is well integrated into the OS. WSL1 was a great start, WSL2 sucks. I would rather use Windows with WSL1 (or MSYS2) but there are no Windows laptops with 12 hour battery lives and a lucrative contract with my employer.