They didn't start from "everything is in the Start menu" for no reason. The initial Windows 95 design had different buttons for different functionality. They ended up combining the buttons into a single "Start" button because during user testing, they saw that users found multiple buttons hard to use. They had to learn which button did what, and it was often confusing because sometimes the functionality overlapped between buttons. To find something in Help, do you click the "Find" button or the "Help" button?

Because of how much of a radical departure Windows 95 was from previous UI designs, and because of how driven the design was by user testing, there's a lot of information available going over why the design is the way it is. For example, there's an article going over the iterative design process here: https://socket3.wordpress.com/2018/02/03/designing-windows-9... and there's a detailed document explaining the UI for reviewers here: https://web.archive.org/web/20260209083725/https://tech-insi...

Then clearly Apple has ignored or not performed user studies. Windows users know that you click Start to do things. The user doesn't know or care what is part of the system and what is part of an application and what is a whole separate application.