I don't really think there is anything you really can't do. But running Visual Studio in order to make Windows phone apps for one thing is something you can't do and works badly in a virtual machine running windows. And lets keep virtual machines out of this. You can boot natively into windows on any Mac, so any use of virtual machines is moot. Out of the box, you can not write files on NTFS formatted storage devices, there is a 3rd party software which allows you to do that and works very well. So the rest of the answer is what can't you do on OSX that is easy to do on Windows. In windows, you can connect to iSCSI built into windows, easy as pie. On Mac, you have to buy 3rd party apps which work so and so and one of them is extremely expensive and is said to be badly supported, but I don't own that product and can't comment on it. The product I use is from Globalsan, I haven't used it in a while, but it has always worked very well, but it is far from being free and is trouble some when you switch between wifi and lan network. You can not connect to ODBC databases directly, you need to use 3rd party apps there as well, but you can connect to almost all databases directly, natively for free, but for odbc you need 3rd party apps. Games. Most games on the mac require a real GPU and most macs and Macbook Air do NOT have a good GPU, so you are really out of luck. Many games also run under an emulation so you never get full frame rate that you should be getting. Windows comes with a good virtual machine software called HyperV, the Mac does not come with any virtual machine software, Virtual Box is free and vmware costs a pretty penny. No mac has a built in e-sata port for external disk arrays while quite many pc computers do, even laptops, yes you can buy thunderbolt arrays but t cost many times more, like 10x more for some systems. Almost all pc laptops have support for 2 hard disks by replacing the dvd drom. There are many things that are vice verse, meaning there are 100's of things you can't do with windows out of the box that you can do with a mac out of the box. I am not going to into that. I think Apple really should ship with iSCSI as a part of the operating system. T don't and have not shown any interest in doing so.
Stability with other Macs (Windows lacks anything similar to the integrated memory, integrated graphics, etc. of Macs) Consistency (Windows has all kinds of different things to do with things, and most of them are inconsistent — and you often have to change something on the fly, while a Mac is automatically right where you left it, with most things the same or very similar to what you were working on last you checked). Read more: Which do you prefer? I know it1s quite a personal thing, but for my purposes, OSX gets my vote I know that Windows is a great platform for productivity, and I know that macOS is an amazing desktop for web development and other professional-level work, so I can only recommend that you do the same, and choose whichever is right for you (though Windows has some things I find useful, too).