What you describe is an old and common problem with Microsoft Windows. Hell, even Windows applications built by microsoft itself, even within the same team, are inconsistent often.
This is a problem. One that end-users may not recognize, but the cognitive load and learning curve this brings is real and costly.
It is one of the many reasons people like Mac. It's also one of the reasons people feel awkward on e.g. Ubuntu (or just linux). Because eventhough GTK is highly consistent, the apps that don't follow this consistency (Libre office, Gimp, Firefox, Thunderbird, etc) are more common than the ones that do.