Photoshop (since it was also mentioned) has very limited support for real scaling (beyond the OS's default of render as if on a low-dpi screen and then bitmap scale the UI up, which looks horrible, especially when combined with an app you are using to do precise bitmap editing) -- the only meaningful option it gives you is to scale everything in the UI up 200%, which is better than nothing (and what I have to do on my 3840x2160 Toshiba laptop to get a usable UI), but not a really flexible solution and even this is considered an "expirmental feature" in the very latest version.
Adobe Lightroom, on the other hand, has effortless scaling and just works great on screens at any DPI.
The point being there is plenty of support in the OS for apps that effectively scale, it is just that there are a lot of Win32 legacy apps out there which would require a near rewrite of the UI layer to scale well, it is by no means something the OS handles for you automatically (beyond the clumsy bitmap scaling default) if your code targets the older UI APIs, and there are (still) plenty of gotchas you do actually run into when running Windows apps on high DPI screens, though things are certainly improving in this regard.
Even in Windows 10, the new update has issues with scaling. It now caps out correctly (1920 x 1200), but it is blurry as hell.
