I upgraded a new to me MacBook Pro (Mid 2015) to Mojave and the checkbox was pre-checked to use iCloud to unlock MacOS. This setting keeps me from having the same local and iCloud password. How do I turn off this "feature"? Since the Mojave security update the checkbox to disable this "feature" is gone from the Change Password dialog in Users and Groups.
Apple is making it hard for you to reuse the password from the setup assistant only.
- Just enter a new password to get past this.
Then if you require them to be the same, go and immediately change the password in System Preferences. Apple doesn’t store or check the passwords other than the initial setup, so you can reuse your passwords as much as you wish.
The only wrinkle I haven't tested lately is if you have enabled FileVault and iCloud escrows your FileVault unlock keys might still be entangled with your account password.
I was going to comment on your question, but it got too long for a comment and it is opinion, so I'll share that here after answering how to get around things as best I know.
As for your comment about moving to windows, you are correct - we all have to pick our poison. No commercial software fails to make design and security decisions like this one that they don't bend on.
If we were to delve into this - the question I have for anyone (and myself) is:
What's your use case for not having an iCloud password that's distinct from one Mac local admin password?
The security model in 2019 is using secure storage and long unique passwords to contain when a breach happens. Having a different password for cloud unifying - highly confidential and attackable information and a much shorter one you type day in and day out seems like a very reasonable baseline for everyone. Especially if you can take a second step and choose to unify both easily if you don't want to have two to remember.
On the other side - Imagine if Apple let the default setup keep the same password on iCloud and the Mac and your Mac FileVault backup was the same password you forgot. All your eggs are in one basket. I think they have had this happen and made the decision to inconvenience people in the name of having the discussion we are having (or I'm attempting to have) to raise the security of Mac users.
I get you might be momentarily inconvenienced or angry, but perhaps you'll reconsider after thinking through what the long term effects of implementing what used to be are for you and your community. Anyhow - I'll get off my soapbox and hope I didn't anger anyone with some opinion here.