You've not noticed that windows has moved system settings dialogs each version since NT3.1?
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.