You are right, most don't need it. Yet they still have the wizard guide, and with several new GUI questions implemented. So they are maintaining the setup wizard - just does not want to improve it. I am sure Microsoft have the money to improve on it and make more users happy(read not leaving Windows).

Windows have come to a point where they don't need to improve much more. So they only focus on the stuff that might bring in extra money instead(ads and data harvesting). This will be their downfall if it does not align with what the users want. It will be interesting to see how the deal with ARM - problem to bring legacy programs. Yes, one day we will move to ARM on all new computers as they are just so much better. A good opportunity to rethink a lot and for Microsoft lose its big walls around Windows. Easier for competitors to come in.

Linux have also improved due to users always want a friendly GUI. And the users have more power to actually make a difference due to the nature of being open source. Automated installs here are still needed. A few sell OEM with Linux.

Just look at Apple, how big market share they have despite Microsoft have existed for so many years. 15% https://gs.statcounter.com/os-market-share/desktop/worldwide The competition have started.