As a former Windows, but now Mac, user I find Mac's system to work just fine. Especially once you learn that cmd+~ switches between the current app's windows. Plus, 4-finger swipe up shows all the current open windows.
I wish window switching worked in the same way as app switching, though. The former acts like a stack while the latter acts like a queue - I have no idea why.
I’m in the same situation. I open new browser windows all the time, to display information on one screen, and interact with something in a browser, on another screen. Having to switch the keyboard shortcuts up because certain windows are owned by a different app is quite jarring. Most of the time I just want to go back to the window I was last looking at, regardless of which app it was.
Works fine until half your "apps" are actually browser windows, and exhausting trying to remember which key do you use based on which app you need to switch to.