The current start menu was introduced in Windows 10 though even the initial 10 version was a bit different. Windows 8 had a "start screen" where there were only tiles (that are now at the side) and took the entire screen.
Because the Windows 8 start screen and the initial Windows 10 start menu strongly deemphasized folders (submenus) everything was placed on the top level (in Windows 8 you'd see even subfolder icons on the top level). More recent versions of Windows 10 have the start menu show proper folders by default, but they use a tree-like "flow down" approach instead of an actual popup menu approach which makes navigating them harder.
These two combined makes the start menu a mess with tons of toplevel entries for applications that you are not going to use often or at all and a UI that makes it hard to create proper categories.
Nowadays we have more applications and programs than we ever had in the history of personal computing, yet the UIs for launchers are now being made as if we only have a handful of applications. This is true not only for Windows but also for launchers like those found in GNOME, elementaryOS, etc.
So I only use the search feature which works ok most of the time. Some days ago I fixed the printer on my wife's laptop which involved a restart as usual. Right after the restart I typed "printer" in the search field and all I got was web -search. So right after a restart windows "forgets" that it has a native setting for configuring printers (and basicly everthing else).
If anything i'd say that .desktop files are among the few things that Free Desktop got right (though i think that is largely because they're basically KDE1's .kdelnk or whatever they were called).