Windows has had the DPI selector ever since 3.1 (or even 3.0), but because nobody traditionally tweaked the settings, nobody bothered to make their apps look right and because nobody bothered to make the apps look right, nobody tweaked the settings because running higher DPI modes was breaking apps all over the place.
Mac OS did this too - I think in the 10.4 timeframe there was an option to actually switch into a higher DPI mode and many of the OS-internal UI assets were vector images. They probably noticed that it will never work out, so they opted to go for a hack:
With the exact quadrupling of the resolution, we got a solution that works mostly transparently for the applications. They still think they are drawing with a one-pixel resolution, so the burden of getting this right moved from the app makers to the OS maker.
Even if an application has no modifications for retina displays, it will look mostly right (minus some blurring issues for pixel art). There will be no scaling issues, no texts will be cropped and everything will be scaled by the same factor.
If you want to 'optimize' your app for retina, all you do is provide higher resolution bitmaps and you're mostly fine.
The exception is some text-editors (sublime) and browsers (chrome) that were doing some manual text rendering, not relying on the OS API. These had to be fixed manually, but there really weren't that many applications like that.
Yes, the way Windows does it is probably more "purist". Yes, the way Windows does it allows for arbitrary scaling factors (also sub 200%).
But it doesn't work in practice.
Yes. The Apple solution is a hack. Yes, it doesn't allow scaling to arbitrary factors. Yes, providing 2x bitmaps instead of one vector image is annoying.
But it works in practice.
On a retina mac, you'd never see the issues the OP complained about seeing on their Windows machine. What you get there might be superior from a technical standpoint, but it all boils down to an ugly half-working mess because developers just don't bother to get it right.
I'm not excluding myself here. I've done a few windows apps and I f'ed up high dpi modes as many times as everybody else - also because my development environment (Delphi) made some assumptions that just didn't work well with high-dpi modes.
Getting HDPI right on Windows (Desktop): Really hard and thus not worth it for most developers. Getting HDPI right on the Mac: Trivially easy.