I agree that macOS does the better job on high DPI "retina" screens. On low DPI screens I also prefer how certain fonts render in Windows, specifically, only with fonts that have excellent hinting. Verdana and Georgia look great in low resolution on Windows, but non-standard fonts tend to look like garbage.
Putting this in table form:
| System fonts | Other fonts |
|--------------|--------------|
low DPI | Windows | macOS |
high DPI | macOS | macOS |
Putting this in table form: