It's completely inconsistent with traditional Windows design language and there's no "Cancel" button or an X in the corner to click on so you can't cancel out of it with your mouse and have to reach for Esc on your keyboard
It also tries to funnel you into a shitty Microsoft service
That's the beauty of Linux, it isn't "they should make" it's "you can make"!
no i cant, i suck ass at programming
It isn't just programming. There are literally hundreds of desktop environments to choose from which let you customize things much more in depth than windows can.
XFCE for example would let you put your task bar dead center in the middle of your monitor if you wanted to, no programming required. Another reply links to a guide that requires no programming.