To be fair to the operating systems out there, GUIs are part of the program, not part of the operating system. If a menu is unresponsive it is far more likely that the writers of the software messed up and put some heavy lifting on their event loop or misused the GUI framework that they choose rather than any fault of the OS.
That having been said I do agree that it is disappointing how sluggish some apparently-straightforward applications have gotten despite the hardware performance increases over the years.