This may be a “it’s different from what you’re used to” rather than a “real mess”. Personally I much prefer using different shortcuts to do different things, but that’s likely because I’m engrained in the Mac-style habits instead of the windows ones —- to me, just based on your description, it sounds much worse to have a big pile of unsorted windows to step through instead of being able to jump to the application I want and then step through a much smaller list of windows within it like I can on my Mac.

I prefer that I have control over whether I’m switching between apps or between windows. Throwing them all into the same search space is also “a real mess”.