This is exactly right. If you have an image, whether it's an icon, a photo, or a thumbnail, Windows (and non-HiDPI screens) will display it at the size you say. If the image is 100x100 and you display it as <img width=100 height=100> (forgive the dodgy syntax), then it will display as usual. And the same size but blocky on HiDPI screens. In order to make your website nice on retina, you need to serve up a 200x200dpi image, BUT show it with <img width=100 height=100>. On a non-HiDPI screen this is a bad idea as the browser compresses the image badly. But on a HiDPI screen the image is shown at 100x100dpi size, but with the entire resolution shown (because there are twice as many display pixels in each direction as there are old-fashioned 'pixels'). This, of course, increases bandwidth and makes the image worse for Windows users. Don't do this.
If, however, you use progressive JPG encoding for your images, the lower resolution 100x100 image is encoded into the 200x200 image. Retina screens will shown the high resolution image and non-retina ones the lower resolution image. This is a much better solution, very quick to implement (providing you're always defining width and height in your IMG tags, which you should be anyway), and solves both problems.
It is still, however, bandwidth-heavy for non-HiDPI users. So a better solution is to look for a Retina display (with a line or two of JS), and serve up the original picture or the high resolution one depending on what you find. If, like me, you are using PHP functions to serve any IMG tags up (because then PHP can determine the size of the image and create the correct width and height tags automatically), then you can simply get your php function to look for an alternative high-resolution image and serve that up if it's available and the user is on HiDPI. Best of both worlds, and allows you to slowly recreate all your images and gradually improve the look of the website for Retina viewers without affecting non-Retina viewers.
To the question about differing multiples of high resolution (1.5x, 2.5x and so on), the answer is that you have the choice. You can serve a different image up to every different multiple if you like (and this might just be worth doing for key logo headers or similar). But really that is likely to be overkill, and just serving up a 2x is likely to keep everyone happy for the foreseeable future. The MBPr assumes 2x HiDPI for all display modes, and *then* rescales up or down as required.
To the question asking why Microsoft are not getting their act together with Office and so on, it's probably because they're a bit miffed at being beaten to the punch again. They are going to launch Windows 8 with HiDPI capability. So it's more than likely that once that is out, there will be Retina-display Windows laptops. Then there will be Office to go with it...