On a tangential note, I find window management in MacOS much more horrible than Windows. Want to split windows, you end up with full screen. When on multiple monitors, selecting an app on one screen makes the same app active on the other screen (or sometimes it doesn't). I am willing to rewire my habits if I can just figure out how to make Mac window manager behave deterministically. I just don't get what is the grammar of user interaction that the designers went for.
It has been a while since I've used Mac OS, so I don't know if my comment is still valid:
The original Macintosh could only run one application at a time, though the application could have several documents open at a time. With the introduction of multitasking, a decision had to be made. Apple decided to go with something that resembles the multiple document interface, except all of the windows for a single application were effectively placed on a single layer (rather than being contained within another window, which was quite common on Windows back in the day). What you are seeing in that multiple screen setup is effectively a historical artifact.