I think with Linux, the amount of OS-level GUI screens is much more smaller compared to Windows. The main OS level GUI screen I interact with is the Settings screen and that basically has been a left-side tree showing the content on the right side or a grid that points to the individual sections. That is comparatively a much easier change in terms of UI level changes. Other OS-level screens are usually separate applications e.g. gparted which looks different from the Settings screen in KDE plasma (and totally understandably so, not complaining).
This MS inconsistency is entirely the fault of MS.
You could build thousands of KDE environments with the amount of money MS spends on Windows, yet KDE has managed to update everything across 5 versions of their desktop environment. In fact, EVERY common operating system GUI with the exception of Windows manages to update all the things.
If MS had spent some of those billions on updating those legacy apps each generation, they wouldn't be stuck with so much legacy garbage today. It's also telling that MS has never bothered to stick with a framework that would allow them to upgrade UI themes in-place. I'd also note that "complexity" isn't a good reason because MS could have gone with other solutions that were both more simple and more usable, but chose a convoluted design instead.
Part of the complexity is that there are Win32 APIs that allow applications to add UI to the Windows 95/2000-style control panels. In order to keep compatibility with those applications/code the control panels need to be kept around.
It may be possible to provide an updated UI while still allowing the existing APIs and applications to work and integrate with the control panel, but it is not straightforward.
