If Windows 10 had the feature since 2015 (first W10 release) that would be at least 3 years after Gnome; Earliest mention I can find and that's worst case scenario for Gnome.
As for KDE Plasma it had those since at least 4.2.0, Plasma 4.2.0 announcment that version was released in 2009.
KDE had them back in the 90s. They had to - virtual desktops were a feature of pretty much any window manager more complicated than TWM. They'd have been laughed at if they didn't.