Correct so far.
Not the same, really. Each core in any processor built using those architectures has all the same characteristics and feature support. Literally the only difference is how high they can clock compared to the other cores in the package.
Alder Lake, on the other hand, has two different core microarchitectures in the same processor package. And both microarchitectures differ in terms of what kind of instructions they support (the most talked about is AVX-512, but there might be a few more obscure ones that I may not know about), the amount of cache per core and per module, register size is different too, decoders width might also be different... so, really, they're basically two different processors bundled in one package.
Microsoft is the only one that can really tell why it wasn't simply backported to Windows 10. I mean, we can all throw theories about how they're all greedy bastards, but at the end of the day those are just theories with no actual, real proof.
Regardless, you already know about how Denuvo handled this with complete lack of grace. So, there's also third-party software that really can't handle heterogeneous architecture CPUs because the idea never existed in X86 land until barely months ago. And I suppose that's also where the Intel Thread Director comes in.
To be honest, I don't really have much faith in Alder Lake's approach to be actually worthwhile, though I do offer it the benefit of doubt.
