(And if you have a huge number more open, well, how does exposé function?)
And the window switcher on other OSes usually orders the choices by Z-order, which is essentially in recently-used order. The window you want is often only one or two hits away.
(And, if not, the one in MATE in Linux is also navigable by arrow keys or by mouse, so nothing's too far away.)
Is this because you lose configuration if you close them, or because they take too long to open? Because you can't really use so many of them to make switching not viable on a single virtual desktop.
Virtual desktops get heavy usage from me, but (Cmd|Alt)-Tab switching being caged off per-desktop would actually pose a problem, because when I reach for an app with that shortcut I'm not actively thinking about which desktop it's on — I just want to go to it, wherever it happens to be, even if it's been intentionally placed on a particular virtual desktop.
So app-scoped Cmd-Tab works well for me, because the number of entries it has is always reasonable to tap through and it includes entries from all desktops on both screens.