But that's part of the problem. There isn't a single DE which means that any applications that aren't specific to a DE will provide a UX that is inconsistent.
That's not really true. Outside of tiling window managers, pretty much everything is designed around the same, familiar model of minimise/maximise/close buttons in the corner of the window. Just about every mainstream OS supports different UI toolkits, and for the most part everyone lives with this.
Even tiling window managers don't really have any problems. They provide a very niche UX, which is almost entirely keyboard driven. There's not a single general application I can think of designed for use with this kind of window manager. Still, you get a pretty consistent user experience for the most part.
Apple's own UI is far from consistent either. They're always breaking their own UI guidelines. And many apps are electron which don't integrate well visually either.
