OSX remembers per device settings and reapplies them when the new device is visible. I haven't used windows seriously in 15 years. Linux has really bad UX most of the time. OSX is the best of the worst.
Does OS X even have an OS level volume mixer? Can I set my background music to be 20% of my video game without going into each of their inbuilt volume sliders? Can I move apps between audio devices? In a showdown between OS X, Windows and Pulse for audio setups as a consumer, OS X comes dead last and I use all 3 regularly.