First, no, you don't have that sort of app integration on WP. You'll be always forced to go into IE or leave whatever you're doing and opening the app separately.
I honestly don't see Windows Phone allowing apps to interact between them. Microsoft wants to keep control on things and the only way to have apps cooperating is to have developers talking to one another to integrate their apps. Still, they won't be able to do that handy thing that Android does that is reading links and asking you if you want to open it on Chrome or assign a dedicated app to it.
I will NOT talk you into not moving to Android because, honestly, I did it myself and I don't regret it for a single minute.
HOWEVER I will talk you into NOT moving to a Samsung Android. The Note 4 is a nice device (though poorly build as everything Samsung does) that promises a lot. Unfortunately you'll be bound to TouchWiz and your experience will very quickly deteriorate to the point when you're wishing to throw your phone against a wall.
Android doesn't lag. But the junk that OEMs throw into it make things lag and no one is worse than Samsung when it comes to filling phones with non-removable junk. Samsung alters Android so much that anything Google may do to improve the speed of Android is completely lost in the maze of alterations and junk Samsung puts into the phones.