Having used both usually simultaneously (MS for work and home, macOS for home), I completely agree that MS seems to take some set up.
If I buy a MBP, I go home, turn it up, start using it / install apps as I need.
If I buy a Windows laptop, I may have to do a fresh install, then manually update individual drivers/find the correct ones. There may be some BIOS tweaking done, some people also employ some undervolting via Throttlestop/XTU. There is more fiddling perhaps with power options etcs and then finally you are ready to install your apps and go. If you get some of the initial steps wrong, you may find you have issues which could even lead to BSOD's or lower performance/bugs.
Once Windows is set up however, the customisability/software is pretty useful. Although macOS is prettier, Windows I prefer in terms of window management and if you haven't used it recently, you actually have the same command centre swipe gestures/keyboard shortcuts as macOS and even multiple desktops which I can just switch between using a keyboard shortcut (or set up a gesture). Basically, you can be very productive on Windows and I think Windows just plays nicer with peripherals. Endless nightmare with MacBooks (just read upon them) - even annoyances such as my MacBook not being able to control my monitors speakers (or other systems) without doing some changes. I actually don't think the MacBook trackpad is 10x better as everyone says, it might be better but it isn't that kind of difference. I do however find the gesture experience is a lot better on Safari vs Edge or Chrome but that isn't to do with the trackpad as it is to do with the browser software.
If you use a lot of MS Office, especially the advanced features, Window's just works better - it has more powerful feature set for Windows, especially for One Note (which having used pretty much all of the major note taking apps, don't come close to this). If you want to use Visual Studio (arguably the best IDE) or C# (arguably one of the better PL), the experience on macOS using these is just isn't the same. The advantage of course for Mac is you have the choice to use VM to run Windows.
The last difference I'd like to mention is cost, not of the machines but the OS. I rarely find myself spending any money using Windows, but I noticed on maCOS, I end up having to buy all sorts of software equivalents of Windows at a price. I am not saying the products aren't worth the price, rather just an FYI that there is additional costs. Particularly so if you want to VM (annual licences only) - yes you can use Virtual Box but the experience is a lot worse.
I think for development, people treat Window's like it is some disease, it isn't that bad - and yes some things are easier on macOS, but if you guys take notice of what those things that are apparently easier are - are things you do once and rarely ever again. Once things are setup and you get the workflows up, there is very little difference in productivity between the two.
Usually I would have said buy a MacBook and just load up Windows on parallels for your needs - but the hardware has been lacking due to the touchbar, keyboard and now the T2 chip. It is hard to recommend paying a premium for a product which has some fundamental flaws and also an OS which, isn't evolving much like Windows 10 has. The phone integration is pretty much overrated and you can get pretty good integration anyway on Windows 10. I think however, it is better to separate the two devices (PC and mobile phones) because it is better for productivity.
I have noticed quite a few people leaving macOS in the dev community, many to Linux altogether, some to Windows. I don't think this would have happened if the 2016-2018 MacBook's were basically 2015 MacBook's with upgraded internals - in fact I am pretty certain this wouldn't have happened.
The good news is, there is no way Apple won't do something about it in the next couple of years, but I could be wrong...