Or you can do what 99% of users do and use task manager to close the non-responding program. But that wouldn’t make since when trying to make your point would it?
But you don't know whether it's crashed or just doing some extended crunching on the main thread, which makes it unresponsive to the system and not able to repaint itself. Basically, the Win32 display model is horribly broken.
On OS X the display is separate from whether the program is responding to the operating system, so it will continue to display properly regardless, and the system will notify you of the program's unresponsive state with the spinning beach ball.
In any case, it is not the equivalent of a BSOD, it's the equivalent of your program's window appearing to freeze and not be able to redraw itself if something's moved over it.