Now that I have been used to both, I think much of the macOS multi-tasking behavior makes very little sense and is a major pain in the ass.

Switching apps instead of windows is extremely dumb and rather useless when there are multiple windows of the same app. Similarly, I have grown to hate the app centric design, you need to micromanage open apps when all their windows have been closed. Now that I'm used to the confortable way software gets closed when the last document is closed on Windows, I routinely forget to quit apps on macOS and end up with a gazillion stuff open routinely. I'm sure Apple likes it this way because you are guaranteed to use more RAM (BTW my experience is that for the same exact hardware, macOS use more ressources) but it's mostly just extremely dumb and painful.

Nowadays when I hear Apple fans rave about the UI/UX of Apple stuff, I laugh my ass off. Most of it is deeply unintuitive and the approach is very often just plain inferior to what Windows ended up with. I actually think it's kind of the point. Macs appeal to "alternative" people who are very contrarian and want to pretend they are special; it's kind of a feature that the thing works completely differently to the established standard (and what most people would expect), you have to be "in on it" and if you pretend it make sense, you get virtual points for being so different and so much smarter than the common folk (who obviously is an idiot with his common Windows).

I think that if Apple would make using 3rd party OSs on their good hardware, macOS would disappear pretty fast. This is why they don't make a lot of effort with Apple Silicon.

I get why it was done this way historically, but they should really make a general setting to fix this behavior, because it really feels like a bug nowadays.