You need a separate pin because windows lives on the encrypted disk so you need to decrypt it before you can boot completely.
macOS solved this (and a lot of other problems) by putting the OS on a separate read-only partition - technically an APFS volume - that doesn’t get encrypted. Microsoft’s backwards-compatibility obsession might not let them make that the default, but they could at least make it an option.
Couldn't they just use the PIN also Windows password? Then the PIN screen would have to look like the Windows login screen.