Under Windows you have Autohotkey, which I used for a number of things in the XP days such as hotkeys to change display gamma, sound volume, instantly launch a terminal etc.
A fellow AHK user here too.
Windows is ridiculously crippled for some things but it can have its own very powerful things. Another example was a freeware to minimize windows to the system tray, it could be configured so that a middle click on the minimize button does it. Under linux this will be impossible, funnily, or non trivial to do and it's certainly desktop or WM specific.
Frankly, I never had this kind of problems under Linux.
For simple reason that on Linux virtual desktops are standard feature since early days, and allow you to manage any number of applications, spread any number of desktops.
Better yet, they allowed since early days to have literally a direct keyboard shortcut to the desired application (or combination of applications): a shortcut to switch to the virtual desktop where the application is running. (For which Win-<n> is really a poor substitute.)
On Windows, you have everything packed on single screen, into a single task bar. Anything helping to manage this mess helps. But on Linux, the problems the tricks solve often have better solutions or simply non-existent.
But sure as hell, AHK on Linux would have been nice. But I mostly use it on Windows to "fix" the "broken" applications. E.g. I can play/pause VLC with a mouse click on the video, something I would definitely miss after the move to Linux. (But it is not all that bad. There are also GUI automation tools under Linux: Autokey (an attempt to reimplement the AHK on Linux), wmctrl, xdotool.)