But IIRC this is the same on Windows and other OSes, no? Like, I'd argue that it's the default behavior then. Also, I think it should be like that.

And yes to switch between windows of the same application it's Cmd+Shift+´. Not the most intuitive, but I feel it should not be combined, because that would mess up the sequence massively. If I want to switch Terminal windows, I don't want to do Cmd+Tab and then manually look through all 15 window icons to select.

Like, IMO the status quo is perfect. Sure, you gotta get used to Cmd+Shift+´, but try to do it for a week, and then it's perfectly natural.