Linux and Windows are "application-centric" operating systems for the most part.
Mac OS X is a "window-centric" operating system for the most part.
On Linux and Windows, what happens when you close the LAST window that's open in an application? The application terminates.
On Mac OS X, what happens when you close the LAST window that's open in an application? Nothing. The application continues running, just without any windows.
What happens in Windows/Linux when you select "quit" or "exit" from the "File" menu on a window of an application that has multiple windows open? Only the window you selected "quit" from dies, and the rest continue running.
What happens in Mac OS X when you select "quit" from the "File" menu on an application that has multiple windows open? ALL windows close, and the application terminates.
This is another reason Mac OS X has a "global" menubar at the top of the screen, and Windows/Linux have their menubars embedded in the windows of the application (On Mac OS X, "File, edit, window, etc." menus are persistent at the top of the screen, no matter where the windows are moved -- on Windows/Linux, "File, edit, window, etc." are located at the top of the WINDOW(s) that are open).
This is also evident on Windows (and on Linux to an extent as well) when you open two Internet Explorer (or Firefox) windows -- you will have as many "Firefox.exe" processes as you have windows open. On Mac OS X, you will only ever have a single "Firefox.app" process running, no matter how many windows you have open (unfortunately, Firefox 4.0 tries to mimic the "one application" schema, where selecting "quit" terminates ALL windows -- Internet Explorer, on the other hand, still does the classic "one iexplore.exe process for every open window").
Expose reveals windows, not applications. Expose interacts with your windows, while command-tab interacts with your applications.
Is this true 100% of the time in 100% of those operating systems? No. But for the most part, Mac OS X revolves around windows, while Windows/Linux revolves around applications. Firefox on Windows is an example of an application deviating from the "norm" or exhibiting inconsistent behavior when trying to explain the application-centric/window-centric schema.
Perhaps this is why you're expecting Mac OS X to have similar behavior to Linux and Windows.
I'm not arguing for or against any of these implementations, nor am I arguing which way is better than another -- I'm simply stating facts as to how the operating system functions in hopes of highlighting why a particular function operates the way it does (or doesn't).