Windows from 7 on is ok on high density displays.
The issue is some softwares either implement their own widgets (ZBrush on any platform is murderously punishing at 2.5k and up with the transformation axis icons reduced to an eye straining single millimeter size even on a 27"), or don’t implement native ones properly and therefore don’t scale that great.
I run a 2.5+k monitor with windows with no problems, the icons/text scaling has a couple settings less than OS-X does but they are sufficient, and all the text options for things such as menus and so on work properly (again, as long as the software doesn’t override them, like Chrome bookmarks in the bar do, in example, but that transcends platform and is down to the developer, not the OS).
There is hardly anything, other than a couple finer settings, on the OS side of things that OS-X does more, and frankly at 150% zoom in windows and with the text tweaked to your liking you’re perfectly fine on a retina display kind of density.