I hated the 28" 4K monitor on Win 8.1 - the DPI scaling was terrible. Don't think any version of Win 8.x will fix it.
Wish I had time to try it on a Mac, but the monitor was defective so I had to send it back.
Hopefully Win 9 will be better.
"dpi scaling" is a %-slider buried somewhere in windows display settings, that has been there and it has worked flawlessly since the XP days. You should check out the value at witch it set next time around. Maybe adjust it yourself or at least include the set value in your complaints.
The reasons why windows doesn't to it automatically are complicated.
Windows - with disastrous results for older software - could do the sizing automatically and exactly scale the proportions of UI and text to the screen size. This is probably what's happening on windows tablets and phones and the "Modern UI" side of Win 8. But on monitors there are much less pixels per inch to work with, and the ugliness of scaling is much more pronounced, so windows likely just defaults to display everything pixel per pixel, as is.
Like the majority of people, I personally don't want big monitors to be just enlarged phone screens, which is why the whole idea of Win 8 and a unified UI for both is such a dismal failure. The issue isn't windows though, the issue is small screen devices, they ignored the 96 dpi standard and simply stretched things proportionally to the full screen, an approach that will never work for multi monitor setups or cluttered productivity applications. On windows the user has a choice, use the big resolution for more real estate or use it scaled for finer picture/text quality, this requires the user to know where to find the dpi option in the windows screen settings. Choice is bad, that much we learned from Steve Jobs. Hopefully the monitor industry won't try to sell us too many bad choices.
Thus complaining about windows not auto-scaling everything is a lot like complaining about black bars during video playback after buying a 16:10 monitor. Standards are important! Supporting a multitude of products that go outside of this standards is a rather complicated issue, with no satisfying solutions in sight. Apple simply has two eco-systems for desktop and mobile. Chrome OS's solution is to make everything into a web-apps, and let you resize at your leisure.