> i wonder why they haven't done the same on Windows

Probably because a lot of people feel like they need exclusive fullscreen for best performance and/or latency. But in reality borderless fullscreen is exactly the same when games use the DXGI flip model. It bypasses DWM (the compositor) to render directly to the display when only the game is visible and seamlessly allows you to switch to other windows. You can even disable Vsync and it will allow screen tearing when bypassing DWM.