Holding down B to exit menus in SSBU is awful! But I actually like the interaction of entering menus that uses the same pattern. I think it’s because I don’t mind the anticipation of moving forward, but hate the drag of not being allowed to go back.
What do you mean "Not being allowed to go back"? You hold 'B' and it plays a sound and vibrates the controller to reinforce that something is happening. It's allowing you to go back while also preventing you from going back (and losing all your configuration) accidentally.
Might have missed a word there. When I want to go back 3 screens it’s a drag having to wait each time.