They usually do. I only have experience with Windows 10, though (after the trainwreck that Win10 eventually became, I had to move away from Windows permanently). Weather, Skype and the search bar all had setting checkboxes to remove them and get the taskbar back to what it used to be before Microsoft decided the entirety of Windows was their personal Bing advertisement ground.
(Also, as an ex-Microsoft employee, it's clear to me they only reason they're doing this stuff is to drive more 'organic' search traffic to Bing so they can have better numbers to show advertisers)
It's possible with Windows 11 they simply haven't done the extra effort to make this change toggleable?