Those are all good things though. You're going to find these issues when using the PSU and try to fix them. A really good lab PSU is, like you say, a surprisingly tricky thing to engineer. Some major compromises as well. There's a reason why a great many of them have used the circuit invented at HP some time in the late 60s (which in itself makes a number of compromises).
[1] f.e. the suggested TIP35C: Ptot = 125 W, which is already less than the >150 W you need to dissipate when the supply is shorted. But also heed the conditions: Ptot is at Tcase = 25°C. Does a small heatsink keep Tcase at 25 °C while dissipating 125 W?
Lots of problems on power dissipation there as well as you state. The HP/Agilent designs tend to use an SCR pre-regulator which reduces Pd on the pass transistor considerably. But of course the principal cost in these things now is shipping and profit margin so it works out cheaper to cost cut even more and shift a small heatsink with a loud ass fan on it that does your ears in. Grr. (this is one of my many reasons for disliking Keysight)
The old HP designs are very robust. I've owned a few. Almost impossible to blow up, even the big ones. I actually had a Harrison one built in 1967 that was still working unrepaired and unmodified until I sold it recently.
Bob Pease did an interesting "zero output capacitance" supply article a couple of decades back. That was surprisingly stable.
I will always look elsewhere now. If you have to throw something away every 2 years, might as well buy some Chinese junk instead (Siglent / Rigol etc). Aim-TTi are still good though - the last bastion of stuff that isn't shite.