Sincerely curious what you mean by that? I use both OS X and Windows extensively, and I use both extensively with two displays, and I'm trying to think of what situation or features you might be referring to?
In my experience, OS X is "easier" with multiple displays, and that's especially so if 4K is part of the setup.
When you run any program in windowed mode, OSX forces V-Sync, which is a huge annoyance to me. That's especially annoying when you run two monitors, and a game in a fullscreen window.
I haven't run anything on 4k yet, so I can't comment on that.