What do you mean by "window roll-up"?

Also, the settings menu thing is weird - mine takes less than a second to load, and I'm on a machine with a 7 year old processor at this point. I almost worry that if that takes a long time KDE will be more miserable performance-wise, unless you've already tried it on here.

By the way, what distro and XFCE version are you running - just for good measure.

The outdated sentiment is probably based, honestly. I think it's gotten better, but there are rough edges. In the end, do what works for you.

Window roll-up can be disabled under Window Manager Tweaks > Accessibility > Use mouse wheel on title bar to roll up the window

Getting the bitmap font right goes a long way towards making the theme much more cohesive: https://github.com/grassmunk/Chicago95/issues/218

If you decide to return to any GTK-based desktop environments, I'd suggest trying out the GTK3 port of the Raleigh theme (https://github.com/thesquash/gtk-theme-raleigh). It's a much less involved install compared to Chicago 95 but gets you most of the look-and-feel.

The Whisker menu properties menu also has settings to make it fit the Windows 95 style a bit better. Here's how it could look: