I mourn the loss of apply and save buttons in settings screens. It's supposed to act as a transaction does in a database. You set the controls to your preferred state, click apply, and get an error message that setting Y cannot be active when setting X is. So you fix your adjustments and try again until you get it right. Without this, you've already set X, and Y is either still active or turning on X turned it off, so you're in a state you didn't want to be in and bad things may have already happened.
Timing may also be a problem. Settings might affect each other, or you may want to change a bunch of settings so that they all happen at once. You can also run into problems where you want to flip setting A from on to off and flip setting B from off to on, but they can't both be off or both be on at the same time.
My biggest annoyance though is that I have decades of doing it one way, and now it's flipped. Automatic saving on Microsoft Word when you're editing a file on OneDrive still annoys me. No longer can I take an older copy of something, change a few things, and save it as a new document. I've just managed to mangle the original document through sheer muscle memory (from five minutes ago when I did the same thing in the same copy of word to a document on my disk drive).
Timing may also be a problem. Settings might affect each other, or you may want to change a bunch of settings so that they all happen at once. You can also run into problems where you want to flip setting A from on to off and flip setting B from off to on, but they can't both be off or both be on at the same time.
My biggest annoyance though is that I have decades of doing it one way, and now it's flipped. Automatic saving on Microsoft Word when you're editing a file on OneDrive still annoys me. No longer can I take an older copy of something, change a few things, and save it as a new document. I've just managed to mangle the original document through sheer muscle memory (from five minutes ago when I did the same thing in the same copy of word to a document on my disk drive).