I suppose it's not an issue with Finder specifically, but the fact that macOS defaults to saving your screenshots to Desktop is just terrible. At one point I had hundreds of screenshots on my "Desktop" before I got around to changing the screenshot folder to `~/screenshots`.
I never actually bothered to learn how to use the macOS UI, I went straight from being a Windows user to using zsh for anything that wasn't typing code (never quite got into using vim or emacs as a daily driver). I've become one of those guys who complains when an application doesn't have a CLI. I don't even own a mouse.
The only great thing about the macOS UI is Spotlight, and I use it solely for launching applications, and for adding numbers together.
In fairness, I don't think macOS is any better or worse than Windows (or Gnome, KDE, et al). I just think that if you're sitting in front of a computer for 8 hours a day, a mouse is a waste of time.