As someone who regularly switches between a Windows PC and a Mac on the same display, I know what you mean. It doesn't feel as snappy/responsive, I believe probably linked to how rendering is done in macOS (basically something like a PDF composition).
There have been a lot of talk about gaming on Macs, but the truth is that to have any chance, Apple needs to fix this laggy feeling. The same game on the same computer just feels way better in Windows than it does in macOS, it is definitely a software problem...