> really global -- even between windows

This isn't the language though. A runtime in Mathematica is called a kernel. By default, Mathematica uses one. I think base licenses allow you to run two simultaneous runtimes and you can buy more. When you start a new window you have to pick the kernel, it doesn't launch its own like Jupyter would do.

This is an annoyance with Mathematica: it's proprietary software so it's in a world of license servers, license keys, artificial limits and paid upgrades.