When you pair AirPods with a non-Apple bluetooth device, you lose the automatic device switching is all. You can still "enter and exit" the Apple ecosystem with them by just going into Bluetooth settings and tapping on the AirPods and they'll reconnect to Apple-land and start switching again, and vice versa. Once paired with, say, Windows, it'll auto-connect or you can manually trigger it by just tapping them in Bluetooth settings.
Once paired, AirPods just work like any other bluetooth headphones.
My experience is that high end headphones from v-Moda and Plantronics are better about multi-device use with Windows and iPhone than the Airpods are, with those I can just play on whatever device and the right thing happens almost always.
