If I understand it correctly this behavior happens only for newly deployed computers if you sign in with Microsoft account so there are no unexpected uploads to OneDrive, only downloads of your existing files if you used this feature before.
Although once you start saving files you might not realise files are being saved to also OneDrive. All in all it is a weird and dumb change, that popup where you are prompted if you want to enable known folder move was perfectly fine.
Ehh, you get used to these small minor annoyances. Have not experienced anything yet that would push me to change OS and relearn all the ins and outs I have accumulated all these years I have on Windows.
Have used Linux Mint as my primary OS for a year and I liked certain aspects, but in the end I did not see any tangible benefit to switch besides more customization. Have installed it for my parents though since they have old hardware that W10 just is not meant for. Since they are technologically challenged and need just a browser, they had no issues with switch from Windows.