What happens is a "target" scaling percentage is set - any monitors that roughly match that percentage/DPI get a 1-1 pixel mapping of how apps currently render at 125%/150% etc. Monitors that have a greatly different DPI (for example, a Surface Pro internal screen) then have a scaled app. For instance, the app renders at 125% (the "target" percentage) and is then scaled down or up by the graphics card to the scale percentage for displays that don't match the target percentage. This is never a nice pixel double or halving that OSX carries out, but always a blurry mess, scaling up or down. The taskbar is not scaled at the moment either, rendering at the target percentage scale on all displays, so you get a mini or a large taskbar on the mismatched display.
They would be much better off rendering everything at 200% and scaling down, like OSX.