I don't know what it is, but fullscreen on Mac (even dock-showing "fullish screen") feels wrong in a way that fullscreen on Windows/Linux feels "right".

I think it’s partially because on Macs, the desktop has always been a more pivotal component of the OS thanks to ubiquitous drag and drop support and mounted volumes showing on the desktop, among other things. At least for me, it’s not unusual to grab images, text snippets, and other things from apps and drop them on my desktop, making it more of a workbench than it is on other platforms.

Another component is how ability to overlap windows is emphasized, allowing the currently relevant portion of them to be visible without taking center stage or stealing any space from your main window(s).

Both are part of a larger difference in mentality and workflow style.