I also hate that, but I always felt it was more a failure of the documentation writer than the GUI. "Click File -> Settings -> Whatever, open the Something tab, and click the "Do It" button under the Stuff subheading" can easily replace half a dozen unnecessary images.
It's not practical in a modern operating system to put every possible function at your fingertips and intuitively discoverable. There are better and worse ways to organize things, but there's just too much stuff to put all off it front and center.
GUIs are still much better than a command line in this respect, since with a GUI it's actually possible to find what you're looking for by randomly exploring, even if it's not always quick or practical.
One issue with GUI's is that you're sometimes stuck telling someone how to use a GUI that you didn't develop, for instance having a user manipulate settings in the device manager, which was created by Microsoft.
One thing that's rapidly improving on the command line side is Search. On my modern Windows computers (8 and 10), I don't search for things by hand in the dialogs any more. I press the Start button and start typing text.
For instance, Start plus "device manager" brings up the device manager, whereas I have no idea how to find it in the menus.
