This is so true. Another attemp to explain might be: The cmd.exe and PuTTy always feel like foreign bodies in the windows world, they don't integrate, they are an rough try to fill the gap between the "old" command line world and the "new" windows world (in the win95 language). In contrast, already the OS X terminal feels like a first class citizen in the environment.

It is worth to emphasize what has been said before here: Since Windows popularity is decending, they start to catch up with that attitude. Nowadays, for instance, you can open the terminal from every folder in explorer.exe -- this is exactly this kind of integration Windows missed for 20 years. Once they kick out cmd.exe in favour of something like Console2 (https://www.hanselman.com/blog/Console2ABetterWindowsCommand...) and update the toolchain even more than they did with PowerShell (actually integrating GNU/bash was a major step), developers will come back.