Is it my impression or text rendering on Windows is just worse than on other platforms?

It's worse. Windows aggressively alters the shape and overall character of fonts to perform anti-aliasing, making them appear sharper on low-DPI displays.

Linux is a goofy with this too, but still looks better than Windows. macOS handles it best on high-DPI displays, but because subpixel anti-aliasing is no longer used, fonts can be a little blurry on low-DPI displays.

Also, https://tonsky.me/blog/monitors/

It's partly a matter of taste, I know people who prefer it. But historically Apple has paid the most attention to high-quality text rendering and Windows' approach has been... utilitarian, with stuff like ClearType mostly optimized for 'crispness' and detail at the expense of actually looking good consistently, IMO.

It is a matter of personal preference. I personally love the look when there is no hinting at all, even though this means blurriness at the pixel level. Windows prioritizes crispness. I hate that and I think it looks worse.

On the other hand, back in Mac OS X Leopard, the OS lets you adjust the level of font smoothing. I preferred the strongest level of smoothing. Many designers hate that because it is akin to faux bold. I didn't like that Apple removed it in Snow Leopard. These days it hardly matters though.