I run Mylar on my Xubuntu server to manage my comic collection. I found out recently that there's a tool that can convert the embedded .jpgs to .webp to save space, but it only works on cbz files and not cbr (zipped vs rar for those who don't know). I wanted to convert all of my cbr to cbz so that I could run the tool on all my comics, so I needed to search hundreds of subdirectories for them and move them to the same folder to be processed.
Under Windows, I'd just type *.cbr into the search bar built into Explorer from the root comic directory, hit enter to get a list of files, select them all, and move them to the new folder. On Xubuntu, it's nothing like as simple.
I found the search option in Thunar which opened Catfish, typed in *.cbr, and got a no files found message. After looking through the very limited options, I started searching for a way to do it. About thirty minutes later I'd found dozens of links telling me to use different, Terminal only, tools, but nothing about how to search subdirectories from the Catfish GUI. Purely by accident, I found a post from 2012 that mentioned the fact that Catfish doesn't use wildcards, so just search with .cbr, something that's not mentioned in the official docs.
I tried it, and it searched the subdirectories too, and found my files! Except there was no way to copy or cut and paste, just open, show in file manager, copy location, save as, or delete. No good options for almost 500 files across several dozen locations.
I ended up asking Chat GPT how to do it, and doing it through the Terminal, using this:
'find . -type f -name "*.cbr" -exec mv {} /path/to/destination ;'
This is pretty basic functionality, and I had to resort to getting help to use the Terminal :(
It's not complicated -- it's familiarity. I have used Linux as my daily driver for quite a few years now, so the moment I read your problem I was already crafting the find / mv command in my head as how I would resolve the problem. I am more familiar with it, it doesn't feel complicated at all to me -- I'm telling the computer to find a pattern, and then move the results (literally the name of the commands!). That feels really straight forward to me because I'm used to it and it's in my comfort zone. Because I don't use Windows much (really only at work, and only to run Word or Excel) it actually took me a second to figure out how I would do it in Windows (at first, I was thinking a Powershell script), and I didn't even realize that when you search in Explorer you could bulk-move the results (although I should have, that's pretty logical functionality and like I wrote I do use Windows at work albeit in a non-technical way!). Essentially, often when I have to do anything even marginally complicated on Windows, I feel the same frustration you do because it's not intuitive (to me) and it would be so much easier if I was only using the system with which I am more familiar.
I won't suggest that the Linux console is easier for most users, the way we use technology in our lives (and not just desktop processing) automatically makes the Windows interface more familiar to most people. I do totally recognize that if we do want Linux for the masses or whatever cute phrase is being used to promote Linux desktops for mom and dad and business then we have to adapt to what most users are familiar with.
That said, there isn't any particular reason why Thunar should not have that functionality (and looking through other threads, sounds like more recent versions do), so you shouldn't necessarily feel like a fool for expecting it to be there. In a lot of cases, the software (written by volunteers) gets the features the authors need as a priority and some functionality might be overlooked or a low priority because that's not how they use their computers (probably being already familiar and comfortable with the console solution). As a few other comments have said, you could do a feature request.
Honestly though, I know you were reluctant to switch in some of the other dialogue, but you may enjoy KDE or Gnome more as they tend to be more focused (compared with Xfce) on a user experience more familiar to Windows or MacOS users. The focus on a different style of use probably means features like this will already be built in.