1) you can do this on Mac, it's the default.

2) you can install macos without an iCloud login. No special commands needed, just "not now"

3) yeah this you cannot do. but other than xcode I don't actually get anything from the store because you don't need to

4) this is true for Mac, you only need to pay to get the binary signed. Does ms give you signing without paying?

5) WSL2 is a hypervisor run Linux. You can do that on Mac too, there's a few options but orbstack is the one I use, super nice. However, for command like stuff you don't need Linux because macos is Unix anyway so you can just install most stuff natively

6) you don't even need xcode you can use the GCC toolchains

It seems pretty par for the course tbh except not being able to natively run unix tools on windows is a pita