It’s something that the average Windows 10 user doesn’t even realize isn’t available. Probably because the average user would assume it’s a feature Windows 10 already has, they just don’t know how to do it or haven’t even considered using Picture in Picture.
Android and iOS have allowed users to enjoy PiP for years now, and the concept itself has been around forever. In fact, according to Wikipedia, “The first PiP was seen on the televised coverage of the 1976 Montreal Olympics where a Quantel digital framestore device was used to insert a close-up picture of the Olympic flame during the opening ceremony.”
Microsoft will be making the feature, which they’re calling “Compact Overlay”, available in the Creators Update, which most people are expecting to be made available sometime in April.