My favorite example to answer this question is when laptops first became popular, and operating systems became aware of battery levels, both Windows and Mac OS had helpful dialogs that popped up to say something like "Your computer is about to shut down."
On a Mac, if you then plugged in the power cord, the dialog automatically dismissed itself because it was no longer relevant. On Windows, even though you just plugged it in, you had to hit the cancel button.
Now this one example isn't likely to change your mind about Windows vs. Mac, but it was one example of HUNDREDS that you would encounter with Mac products. They had a polish and a "wow that really makes sense" that just wasn't there with Windows.
Both operating systems were capable of roughly the same thing, but IMHO a Mac did it with greater thoughtfulness and ease-of-use.