As per the title question, I'm interested to know if there are certain features within Office 365 that are either exclusive or perhaps work better in a Windows 10 environment, compared to Windows 7. I didn't turn up any helpful articles while searching for this the other day, suggesting that there are no feature or performance differences in O365 between the two OS environments. Does that sound accurate though?
As an anecdotal example, I've found that trying to locate and open a Word document from the Word desktop app that is saved on SharePoint or OneDrive is much easier in Windows 10 than it was in Win 7.
Well the desktop applications have much better integration as you've already noted. OneDrive is the prime example here, with Files on demand, known folder move and so on. You also get Edge, Azure AD Join functionality, newer version of PowerShell if you are an admin. That's off the top of my head, it's been years since I've touched a windows 7 machine so I cannot recall anything else :)