There’s never gonna be a first party way to change this because macOS has always been “app-centric” whereas Windows has always been “window-centric”. It’s two

There’s never gonna be a first party way to change this because macOS has always been “app-centric” whereas Windows has always been “window-centric”. It’s two different takes on the desktop metaphor—same reason that apps (usually) remain running on macOS even once you’ve closed the last window, which is another difference that often annoys both sides when they have to use the other OS.