That was the killer feature that convinced me to switch from Windows + Linux to Mac a long time ago. I often have too many windows open, and the conceptual separation between apps and windows helps me find the right task faster. Especially because I can also switch to an app that doesn't have any windows open at the moment.
Yep, my description was mostly negative (I personally hate it because I don't think that way), but I was serious about it just being a mismatch of expectations. There's nothing written in stone about the MacOS method being wrong, and it's nice that it works better for some people. UI is partly objective and partly subjective, and this particular point definitely falls on the subjective end of the spectrum.