The new UIs won't allow you to keep open the Bluetooth config panel at the same time as the Windows Update config panel, for instance, as they share the One True Config Window. You can only view one at a time. A little ironic for an operating system named for its ability to run multiple UIs at once.
Fortunately many of the old config UIs are still there on Windows 10, especially for more advanced points of configuration.
I imagine the old UIs are also more resource-efficient, for what that's worth, following the usual trend with UI toolkits.