Last time I used it, Chrome's shortcut was just a shortcut and nothing more (which launched into a chromeless browser window). Perhaps that has changed. The Windows 7 stuff integrates more deeply into the OS, so you can pin a site to the taskbar and its icon will appear like any other app, you can create what they call "jump lists" which are available on right click of the taskbar icon, and from those you can visit deep links inside of a web app.

So it's much more than the Chrome thing, but not quite as deep as this Ubuntu announce.