I have a long blog post stewing here. I'll give you the gist.
Moving windows between monitors of different pixel densities is a rather difficult problem. Windows handles pixel density per-application, not globally, and it uses something called device-independent pixels (DIPs) for scaling. macOS and every desktop environment I've tried on Linux does scaling globally, or at least globally per-display.
On Windows, when a window is moved across two displays with different scaling factors, a simple algorithm is used. It will choose the display that the greater fraction of the window is in to select the DIP, render, compose and rasterise, and hence and one part of the window may appear too small or too large on the other display.
On the other hand, macOS, GNOME, and KDE take the easy (but IMO very lazy) way out by rasterising the entire application window to the pixel density of whichever display that the greater fraction of the window is in, copying that framebuffer to the viewport of the other displays, scaling with some filtering algorithm, and then composing, leading to blurring on at least one display. I am happy to bet that you're just not noticing the early rasterisation and filtered scaling going on. Having used all 3 OSs across a variety of monitors, I am extremely particular about blurry text; enough that I will stop using a certain setup if it doesn't satisfy me (it's why I stopped using Linux on my personal system).
I'll concede neither is good enough. The real solution here is:
1. Render the application to as many viewports as there are displays that the application window is in, with the appropriate DIP for each display's scale factor
2. Compose the application viewports into each display's viewport depending on the apparent window position
3. The above will automatically clip away the fraction of the window that is outside each display
4. Rasterise the composed viewport for each display
Another concession: I personally prefer pixel-perfect rendering rather than having the same visual size, and hardly ever use windows spanning multiple displays (especially of different pixel density), so Windows' behaviour is less of a problem to me.
My bigger issue is other desktop environments not supporting subpixel anti-aliasing, not supporting 'fractional' scaling (macOS is by far the biggest offender), and edge artifacts that result from bad clipping. I have a few photos I took of KDE, where random pixels are lit up at the bottom of my secondary display, with my laptop below it.
