I'd say macOS actually is a lot more polished than Windows, but I agree with you that it is damn confusing. Try "closing" an app for example and you'll find that half the time it will not have closed properly, or maybe it did, who knows? It depends on the app. If it's vanilla you can bet it will have to be closed with CMD+Q
And I agree it’s different from all the other operating systems, once I understood why it made sense.
For example, I can copy an image to my clipboard, and open Preview. No window opens, but the top menu bar shows that Preview is open. From there I can choose the “new from clipboard” entry. It’s just a different model of interaction.
I think the convention is for apps where you can open multiple instances of it (document editors, web browsers, etc), closing window won't quit the app.
Exactly. In the scenario of closing all open documents and then creating a new one, it prevents the awkwardness of having to keep that last document open to keep the menubar available so you can select File > New and then close the last document. It also means you don’t have to invoke your app launcher again after closing all documents since the app is still open.
Conventions being different than what one is used to (in this case, Win9X) isn’t necessarily bad. Additionally, this particular convention has been on macOS for most of its existence, which means there’s longtime Mac users who find the Win9X way just as awkward.
Agree with it being weird but intuitive != commonly known. Just because windows does it a certain way doesn't mean it is intuitive. It's just widely known and assumed. If GNU developed to be the worldwide market leader then we'd all find the CDE drag and drop applet system 'intuitive'