I have also switched to nvim, but every release I consider moving back.
Honestly a lot of this is that I hate Lua. With so much of the infrastructure moving in that direction it's basically unavoidable. XDG support was honestly one of the things holding me back; I'm glad that this is finally fixed.
XDG was added somewhat quietly almost two years ago now. It was announced on www.vim.org but that was it as far as I know. They don't keep news that far back but here's the commit: https://github.com/vim/vim/commit/c9df1fb35