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A window isn’t an application.

Just like a terminal isn’t an OS, a function isn’t a program, a web page isn’t a web site.

Being able to deal with each independently has value.

A window does represent an application on some systems. It doesn't on the Mac, because of the aforementioned single-menu problem. It turns your entire screen into the client area for a single application, whereas other windowing GUIs treat the desktop as an infinite workspace that can show many applications.

That makes it EASIER to deal with "each independently."

You seem to really hate the single menu… How often are you interacting with the menus of multiple applications simultaneously?

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