I'm not too familiar with the Windows taskbar so maybe I don't know what I'm missing, but the Dock seems to serve the same purpose. Maybe it just does it differently than what you expect.
- Click an app icon to switch to it. All of the app's windows will be brought forward.
- Right-click an icon to select from the list of windows for that app.
Update: The Dock fulfills the basic needs of a task bar, but in your comment you mentioned that what you're looking for is specifically tailored for virtual desktops and shows separate lists for the tasks in each desktop. You're right, the standard Dock represents all of the open windows & apps together.
Unfortunately Apple's virtual desktop implementation "Spaces" is lacking for true task-oriented separation like you're used to. Spaces feels like an afterthought: the window manager & applications just weren't designed with it in mind. This extends beyond just the Dock: it's conceptual.
The Mac is more application-centric than window-centric and the virtual desktop paradigm doesn't fit as well as other operating systems where each window behaves like its own independent application instance that acts as a unit.
As an example, note how Mac applications typically remain open when their last window is closed. Consider which "space" should an app belong to when it has no open windows, and how would it be shown in your concept of a task bar?