Win -> Mac conversion is annoying I agree. But once you've shrugged off the expectation of windows behaviours you'll be fine.
Cognitive dissonance is a thing with user interfaces.
I'm curious what you mean by the "increasing stupidity of windows"... I've been using Windows for personal use since 1995 and macOS for work use for about 7 years now and they honestly don't feel too different from how they've always been. Biggest change in Windows the past few years has been WSL and being able to use Linux tools "natively" which has been awesome. macOS is almost exactly the same as when I first started using it...
Both OSes have built-in search capabilities for finding things like settings. I don't think I've manually clicked through a settings menu at the OS level for a long time.
Want to change bluetooth settings? On macOS, hit Cmd+Space and type in "bluetooth" then hit enter. On Windows, hit the Windows key and type in "bluetooth" then hit enter.