On a lot of distros, many DEs or WMs do have worse defaults or weird glitches that other, blessed ones do not. The dice may come up in your favor more often than not, but you're still definitely rolling them when you move away from a distro's favored set-up. There's a reason alternate "spins" (distro derivates, whatever you want to call them, I think that's the Ubuntu term) exist, with different default DEs or WMs—just installing those packages on the base distro
may not provide a great out-of-the-box experience.
And yeah, the way settings work on Desktop Linux can lead to all kinds of weird stuff if you start actively using multiple environments. Should changing your keyboard layout in one DE affect all the others? Well, wait, which of multiple ways did you accomplish that change in keyboard layout? Should it affect bare terminals, outside the window server? Should some of those methods affect all of them, but other methods not? Which one "wins"? Was this other thing a DE setting, or an X-Window setting? Or neither? Or was it Wayland—wait a minute, some of these DEs run under Wayland and some under X-Window! Gee, surely that won't cause any settings conflicts or surprises.