Linux (Ubuntu 24.04 LTS): No good integration with OneDrive and Google Drive at the filesystem level like on Windows. Too many distributions to consider. SNAP on Ubuntu (uninstalled). Scary Ubuntu LTS upgrades. Have not figured out Wine for the few Windows apps I would like to use. (Would love just having a VM like in the old days, with window manager integration.) Audio drivers, latency and music software is very fiddly. Bluetooth is sketchy, especially for audio. Support for hardware lags Windows heavily (e.g. Strix Halo, nVidia). Poor support for business devices like some scanners etc. So many problems with Wayland, screen sharing, window positioning, etc.
But I am starting a migration to Linux slowly but surely. Windows keeps getting worse; Linux is improving. (Linux user since 1992.)
Linux: Absence of a strong, universally recommendable distro. Ubuntu pushes Snap which has all kinds of problems. Fedora doesn't include proprietary drivers, causing problems with GPUs. PopOS is in the middle of switching DEs. Arch is Arch.
macOS: Liquid glass.