[FabHK]

Exactly. I find the macOS approach (Cmd-Tab to pick the right app, Cmd-` to pick the right window) much faster/better than just one shortcut to go through all windows.

Imagine having N apps with M windows each, with the macOS model your number of presses to find a given window goes from O(NM) to O(N+M).

[heavyset_go]

This is how it works in Plasma, you can use the app switcher key combo to switch between apps and then the app window switcher combo to switch between that app's windows. You can also go through every single window, if you want.