I did a quick install of Win11 on a spare drive, thread migration behaves differently even with E-cores enabled. Bellow you can compare CB23 running 8t on 8+4 12c/12t CPU.
Win 11 on the left, Win10 on the right.
Score is obviously lower on Win11. One possible explanation, if this behavior intentional, would be that the OS is attempting to leave some P core resources for priority tasks (such as UI). Doesn't make much sense to me, but that's what we get for now.
Off-topic: Win11 isn't impressing me at all at first sight. I actually like the new presentation and I'm happy with the UI fixes, but performance wise it presented me with a poor first impression. It felt more sluggish than my Win10 install, to the point that I went back to Win10 to check whether I had disabled some UI animations and/or effects. Everything was default though. I'm starting to think that MS moving to a new Win version was a blessing in disguise, as otherwise I would have upgraded by now.