Are you talking about additional clocks when you click on the Windows clock? Yeah, macOS has that too in the Notification Center (Today view, brought up by clicking the Notification Center button at the far end of the menu bar), allowing as many clocks as you want instead of a maximum of two. Plus the Windows clock can’t show seconds (without hacks) which is pretty infuriating.

Please ignore this if there’s a way to display multiple clocks on the Windows task bar natively.

Are you talking about the World Clock feature that doesn't support digital? Windows supports a 1 click view-all clocks from the taskbar. With MacOS, I have to click a few times to get to the "World Clock" module.

You click a few times to configure the world clock, but you only need to click once to view them. Not sure how that’s different from the Windows situation in any way.

(Btw I just noticed the clocks are analogue. I personally use the weather widget which in addition shows a digital clock for every city I communicate with on a regular basis.)