Would be interested to see if independent virtual desktops could be enabled in Windows.
FYI, though, you do have the ability to set individual windows to show on all virtual desktops. This generally covers most use-cases where people want certain applications (such as YouTube/Netflix, maybe their note-taking app, or productivity app or whatever) to remain visible when switching desktops.
To do so, you click Win-Tab to show the "Expose-like" display of windows for the current virtual desktop, and then right-click whichever window you want to adjust the virtual desktop assignment for. If you select "Show this window on all desktops", then the window will show on all desktops. If you set "Show windows from this app on all desktops", then all existing windows and any new windows from the app will show on all desktops (you can choose to still set individual windows as assigned to one or all desktops from any given app).
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On my work computer, I generally have my time-billing app running with multiple windows on my left monitor and visible on all desktops, and I have my Teams windows showing on all virtual desktops (usually on my main monitor, but minimized when not in use). My Main Outlook windows are assigned to VD1 only, but the app is set to have open all windows on all desktops, so that when I open a client e-mail in the my outlook VD, it can be moved to any monitor and show on all VDs while I'm working on whatever it relates to. Finally, all my individual client projects I'm working on at any given time are assigned to their own VD.
So Windows does kind of what I think you're looking for, but not in exactly the same way as you're used to.