OK, so what's with the hate? A lot of Windows programs have this sort of program-centric idea where you've got one big window that belongs to the program, and any other windows that belong to the program live in that window and can't move outside it. The big master window, and possibly some or all of the little sub-windows inside it, have their own menu bars and their own minimize/maximize/close buttons.
I really hate this.
I prefer an OS where a program's windows are all independent and where windows from one program can overlap the windows of another program and can be spread about madly all over the screen. I find it makes it easier for me to switch between applications to find exactly the one thing you want and it somehow feels less cramped to me. The Windows model seems to encourage having all your windows maximized all the time so you can put the little sub-windows where you want them. Which is a style I also dislike.
(I should note that there are Mac programs that use this design. All of the ones I've run into that aren't games, and even some of the ones that are games, allow you to turn it off, though, which I always do.)
The other thing I don't like is the idea that closing the main window of a program means that you exit out of it. Some programs (like the one I've been struggling with in Windows today) take a long time to start up, and clicking on a single button with an odd little icon on it seems like a bad way to exit out of such programs.
Especially if all your windows are maximized all the time, and so you have your big uber-window filling up your whole screen and then another little subwindow maximized to take up all the uberwindow's screen space so that there's about a quarter inch of space separating you from closing a single window and quitting out of the program altogether. That's just really not a good thing at all. In my opinion.