Exactly - all your windows on your screen to be specific, so e.g. not your desktop background or files on your desktop. We're considering adding the ability to pick individual windows but feedback welcome...
On the Mac, could you assign a "spaces" virtual desktop to be shared with coscreen? Then you can just 3 finger swipe between a private screen and the shared one.
Could do this with windows 10 and its "virtual desktop" too!
Yeah we're considering this as it's indeed quite consistent between mac & windows but it will take a while to figure out...