Windows was never oriented around “just works”. That was Mac. Windows’s main selling point is that it never becomes incompatible, and that has largely stayed true. You can still to this day insert the disk for some proprietary application from Windows 2.0 and it will still install and run. Try that with another operating system!
Even if you never plan to return, you are still (legally) on the hook to file a 1040-NR form with the IRS every year.
There’s a foreign earned income tax credit: this reduces your US tax bill by any income tax you paid to your residence country. For many expat working stiffs, this means they don’t have to pay anything to Uncle Sam, but they still have to file a tax return.