This is my exact experience as well. I'd love to switch to Mac full time, since the integration with iCloud is extremely well done and the hardware is magnificent, but I feel so much more productive in Windows, although Microsoft is fighting hard to make its UX as bad as Mac's.

I should note that I pay for several MacOS apps to make the desktop experience better, but I don't pay for any third party app for Windows.

Never combine, show labels feels significantly better than anything the Dock can offer, including uBar. Multi monitor switching is better in Windows, even with third-party apps. Alt-Tab is better in Windows, as I can preview everything before switching, including individual instances of each app. Windows Explorer, although lacking tabs, is infinitely better than even Forklift, which I pay $30 for. Windows allows far more customizeability for most settings especially with Power Toys. Keyboard navigation is significantly better. Especially because DE hotkeys are clearly separated from application hotkeys -- if it's the DE, use the Windows key. If it's an app, ctrl. Mac mixes ctrl and command and makes setting global shortcuts difficult as they likely overlap with some random app. The Task Manager is light years ahead of Activity Monitor.

On the flip side, Autohotkeys and Karabiner are roughly equivalent in power, but Karabiner has the better UX. iTerm2 is not as good as Windows Terminal. Brew is better than Windows alternatives, and most importantly, Mac OS doesn't reboot whenever it feels like it to install updates.

With Apple diverging in CPU architecture, Windows supporting WSL2, and VSCode/IntelliJ supporting remote development I feel my Windows machine is closer to the hardware my applications end up running on.

I tried plenty of times to switch to Mac full time, but have always come back to Windows for these issues.