@Huntn
Integrated chipset graphics used to mean extremely low performance, not intended for gaming, really just for general purpose computing. When you wanted fast graphics performance, you went with a discrete GPU, like you're familiar on your Windows machine, or like the more recent Intel iMac, the Mac Pro, MBPs, using AMD/Radeon discrete GPUs.
Otherwise this is the sort of performance you experience:
Those two bottom Minis are using UDH 630 which are pretty low iGPU (integrated), but even at double or triple that performance they're way behind discrete GPU powered machines.
With the M series / Apple Silicon SOCs, you've got "integrated graphics" in the sort of "packaging" sense, but they're performing like pretty stout discrete GPU setups - but a really important point: discrete GPUs are very power hungry and generate a ton of heat, but with the M1 GPUs, you've got outstanding performance and lower power, lower heat. In a notebook, that can be really critical.
It also depends on the specific use case, which libraries are being used, what graphics API, etc., but if you're just looking for a solid gaming experience vs. the cost, without factoring in: battery life, build materials, warranty/service channels, display quality, sound, even more subjective things like OS, trackpad feel - then it's really going to be hard to beat the FPS/$ ratio of a mid-ranged Windows machine.
It's also hard to say X Apple vs. Y Windows GPU performance, but I know people have taken a general SWAG at this, and tend to put an M1 Pro GPU (depending on exact flavor) like between a 3050 and 3060, but that's very -ish
BTW, this MSI machine:
Occasionally drops to $10xx, which is a pretty good bang-for-the-buck, it's an i7 / 16GB / 3060 in a slimmer chassis.
I've been occasionally shopping a Winders™ machine, and per a previous post, and I'll definitely go with an AMD Ryzen, probably the 9 (over an Intel option).
FWIW, this is the machine I configured, it's a Lenovo Legion Slim 7 Gen 6 AMD (15"):
With 3 year Premier service including full accidental damage coverage.