You obviously didn't even read the linked article since it has screenshots demonstrating that Windows has full support for DPI-based scaling of
entire UIs, not 'icon scaling'.
Windows has had DPI-based scaling of user interfaces since Windows 95 where you would set your display DPI and all applications on the system would (theoretically) adapt. The problem is that app developers have historically been completely deficient in this regard; in practice they either hard-code pixel-perfect layouts (but don't lock the font sizes, so text gets cut off), or half-ass it and get the DPI scaling completely wrong by starting to implement it and then stopping. It has literally been possible for Win32 applications to do everything that a OSX/iOS Retina application does since 1995. This feature was even supported in Visual Basic!
In Windows Vista, Microsoft responded to this by adding a new system where unless an application explicitly told the window manager 'yes, I'm actually DPI aware', the window manager assumes that the app will completely muck up DPI scaling, and it renders to a lower-resolution window buffer and scales it up so that text/object sizes are appropriate for your display DPI. Despite this, there are still applications that tell the window manager 'I'm DPI aware!!!' when they're not. Note that this scaler uses an actual scaling algorithm, unlike Apple's nearest-neighbor, so text scaled up in this fashion remains perfectly readable (albeit blurry), unlike the complete mess Apple turns Cleartype text into.
In practice the problem here is ENTIRELY developers and consumers, not Microsoft. Consumers buy (and continue to buy) displays that have resolutions that are not an even integral multiple of some other display resolution, and continue to buy applications that are not correctly DPI aware. Developers respond to this by continuing to ship broken applications that don't respond correctly to display DPI.
Microsoft could do whatever they wanted, including directly mirroring Apple's approach, and none of this would change.
Apple's approach only works because they have a complete monopoly on their platform and they use it to force developers to waste resources on whatever changes they introduce - a new approach to DPI awareness and rendering that requires introducing 2x versions of all your UI bitmaps, a new sandboxing mechanism and app store that requires it, a new UI toolkit, new font rendering APIs, etc. Usually Apple at least uses this power to improve things for consumers, but it's naive to look at how Apple handled the Retina transition and say 'if only Microsoft had done that too' - the Retina transition was incredibly expensive for developers and continues to be expensive for end-users (by making shipped applications larger and potentially slower and definitely more complex).
Don't even get me started on the blatant stupidity Apple's approach to Retina introduced into HTML5/Canvas/WebGL. getImageDataHD and devicePixelRatio, hurray!