Windows does too now via Windows+. which opens the "emoji keyboard" but you can switch to the "symbols" tab to see unicode. It does have multiple dashes in the quick access bar at the top or you can search.
I've used WinCompose¹² to add key composition to Windows for many years (after discovering the concept in Unix-land), which I still find more convenient than the other options I've tried (including the Windows Emoji keyboard).
[2] Though having checked just now, the sequences for en-dash and em-dash don't seem to be working. Perhaps one of my custom macros is interfering somehow… (it is behaving overall, ellipsis just worked as did the following diacritic and other symbols: áèîöūñ±⁰¹²∞¡¿‽π⬚). I'll have to poke at it later and see what is ary.