Visual Studio Enterprise (VS Code with a hundred plugins still doesn’t come close)
SQL Server Management Studio (though with extensions, Azure Data Studio has gotten me pretty damn close)
Full-featured Office 365 software (Edge web versions are somewhat sufficient, but not quite there)
Teams with multi-tenant. The desktop Windows app lets me quickly switch between the 6 orgs I need to, unfortunately on Linux I have to have 6 different browser profiles and use the web version which just doesn’t fly.
More responsive RDP. Unfortunately for server management I’m juggling 3-4 RDP instances daily and I’m not typically allowed to install AnyDesk or VNC or anything. I’ve tried a couple RDP alternatives and there were just all sorts of problems from keyboard issues to rendering issues to general sluggishness.
There is one weird VPN program a job forces me to run and unfortunately it isn’t available on Linux.
But! All the above said, I run Linux and have a Windows VM. And I also run Windows and have a Linux VM - so it’s almost there for me. If work & clients all ditched Microsoft’s ecosystem, it’d be a lot easier for me to but, unfortunately, they pay my bills.