How efficiently disk space gets used depends on the file system in use (for Windows, NTFS or FAT).

The difference happens because the older FAT based file system can only deal with a fixed number of chunks of disk space, so as disks get bigger, the minimum amount of space that can be allocated to a file increases.

So if you have a lot of small files you can get a lot of wasted space on a FAT formatted disk.
NTFS is capable of being set to use chunks of just 512 bytes and so the waste per file is very small, but with at the expense of an increased amount of disk space to manage the chunks.

If you look at the properties of a directory or file, you'll see two figures, how much space is being used by the file(s), and how space is allocated.

Unix (and probably Macs) have had efficient file systems (similar to NTFS) for a very long time.