The way it works there is that documents are auto-saved to a non-volatile app-specific temp directory until they’re explicitly saved, at which point they’re moved to the specified location and continue to be auto-saved there. Anybody who uses TextEdit as a temp text stash is familiar with this with the hoard of unsaved documents that comes back even after a cold boot.

Microsoft is just motivated to push cloud storage onto usage.

The Chromebook user makes a doc, closes the lid, and finds their doc on their phone or web later.

Why wouldn't the Windows user get the same UX?

The expectation is that your data's available anywhere. Even linux users are going to want backups of their own choice so it's available anywhere.