There is another difference in grab behaviour on Windows.  The grab command was changed there so that if one toplevel window in an application has a (non-global) grab then it is not possible to deiconify or raise another toplevel window from the same application in front of it.

I think that the change was ill-advised.  It's caused more problems than it solved; it's introduced an unexpected and unsafe linkage between the grab state and toplevel deiconify and raise; and it's increased inconsistency in behaviour between Windows & Unix.  See tickets [2896605], [3414089], [3009450].  However, if we're stuck with this behaviour on Windows then at least it should be documented in the grab page.