"While downloads will no longer be supported, you can continue to watch TV shows and movies offline on a supported mobile device," the Netflix document says
So essentially Windows devices are no longer "supported" wrt this particular feature.
If I had to guess, it might be because the people that pirate Netflix shows may be doing it from the Windows app using the download feature. After all, you have full access to the file system on Windows.
Meanwhile, iPhones have always been locked down to prevent the user from accessing the file system, and Android in the last couple versions has locked its file system down too, while Google continues to become increasingly fierce in trying to detect and block anybody with a rooted device.