Having been a longtime Windows user, an on/off Linux desktop user, and now primarily a Mac user, I really think it's just what you're used to. Each desktop environment has its own strengths and weaknesses, and trying to bend one to be like the other is going to end in frustration. The userland of each OS is sufficiently different that different desktop metaphors break in different ways when you try to port them. MacOS will never have a taskbar, Windows will never have a functional dock and system menubar, and Linux will never have a cohesive toolkit because it's too fragmented. But each has its strengths and the key to productivity is to work with the desktop as designed rather than against it.

My experience with paid independent Mac desktop apps (e.g. Little Snitch, Al Dente, Daisy Disk, Crossover, anything from Rogue Amoeba etc.) is that they try a lot harder to integrate well with the system than equivalent freeware apps on Windows. MacOS is definitely "missing" some features out of the box (per-app volume control?) but makes up for it with certain things largely being more seamless, especially with regard to drivers (in my experience).

I also miss Linux DEs some days for their extreme customization potential and low resource usage. But it's hard to achieve compatibility between the "best" applications of each DE and GTK and Qt have their own warts.

Just go with the flow, and if Windows jives with you then more power to you. I can't stand it anymore though.