Think any browser, heavy 3d/rendering stuff (Maya, Blender, etc), games/game engines, etc.
Even basic streaming/video/music players (Spotify, VLC or even ffmpeg has a Windows port/build that could have platform specific bugs).
Also even in the case that the application is mostly just an embedded browser window it can still have platform specific bugs.
I would argue the vast majority of native desktop applications are Windows applications just due to its massive marketshare. So in most cases if you are making a native application for desktop you will have to at the very least debug it on Windows sooner or later.