The thing is MacOS and windows only have one file manager to deal with. There's numerous file managers within Linux that are available and each has there own implementation.
And samba shares can be mounted in a variety of ways as well. an entry in fstab (and this can either be a auto or non-auto mount), via the commend line, via the address bar in a file manager......and a hundred other I've probably forgotten over the years.
And going back to XFCE or anything DE for that matter, you've probably noticed that each distro will have a different set of panels, menu implementations or what not. So XFCE on one distro will look different on onther, same for MATE Mint & Debian have a wholly different look for the menus & panels. What this will come down to is the team or person that builds the distro.
The reason the Linuxcnc desktop looks so basic is due to no customisations being made. It's just the way the package manager installs it. And when the builder of the distro does their mods they have to make sure that the mods stay between package upgrades. So there is a lot of work. This was really brought home when I was building the new RPi images. Most of the XFCE programs have their defaults set via xml files under the /etc/xdg directory, so the basic default look and feel come from those files. Then again DE are quite configurable, depends how much time the end user want to change it and how much time.
Now Muzzer:
With regards to file sharing, since I'm working within a Linux environment, I just use sftp to mount directories on other machines, in the context of Linux in the machine you want to connect has an ssh serving running there's no setup needed, as long as gvfs-backends & gvfs-fuse are installed. These locations can be bookmarked within the Linux file manager. And of course the workhorse server has NFS shares setup.
Now Thunar does have a plugin that lets you create samba shares on your Linux machine without needing root access, but of course there will have to be an instance of a samba server running, unfortunately it's a little hit and miss according to reports on the internet.
Funnily enough the only distro I've found to have samba working out of the box was when I use to use Puppy Linux, but that was prior to Windows 8,10,11.
Whilst I haven't tried it, a suitable ssh server for windows may give the same functionality.
There's also the option of using a domestic router to work as an intermediary samba server between windows and Linux.......Tho I think some may use a very early SMB protocol.