One example I found recently is bluetooth headsets: On Windows it by defaults uses the high quality audio output profile, but switches to "headset" profile when an app requires a microphone and picks the headset. On Linux (Ubuntu to be precise) you have to manually pick the profile somewhere deep in Pulse, making the usage of the microphone pretty hard as you first have to figure out how to change it and secondly need to manually change it every time you get into and out of a call. I quickly gave up and now use a separate mic.

Its all kind of small things like this that make Linux grind just a little bit more for me than Windows, not saying Windows doesn't have its issues though, just a lot less.