The only thing that can be a problem on OS X, and I do mean ONLY thing that I've run into, is some games don't scale at all. So you'll open a game that draws into its window (I recently experienced this with Shenzhen I/O) and everything in the window is rendered like you had one to one pixel scaling. It works perfectly, everything is really tiny.
If you put it in full screen the monitor gets adjusted and it's not an issue.
At the same time other games don't have the problem. For example I've been playing Stardew Valley and it works perfectly fine in windowed mode looking exactly the way you'd want it to.
But normal applications based on UIKit and not a GL surface or something else like that? It's perfect.
Then there's image/graphic density; I can live with that.