I don't really know how HiDPI is implemented on Windows, but I do know some very popular VST plugins (music production software, which usually uses its own GUI and scaling integration) which still doesn't scale properly in popular plugin hosts, so you can't really talk about "getting it right in all circumstances".
This problem doesn't exist on Mac where the OS is kind of responsible for all the scaling. So, between MacOS's approach which may be not pixel-perfect but "just works" and Windows's one which usually works perfectly but still has problems in certain categories of software, I'll probably choose the former.