Honestly, the whole thing should be way more standardized, handled directly from BIOS without having to interrupt the boot and support fast booting instead of bringing up a menu every time. It's weird that crappy, cheap ARM handhelds with Android/Linux dual boot handle this better than x64 devices
On Linux you can already boot to Windows (Bazzite even installs a script that does this into your Steam library to enable easy switching from Game Mode). I am not sure if there's something readily available to do this on Windows, but either way it's a massive waste of time to boot into one thing to then boot into the other. It's even a waste of time to have to step through any menus at all to select a boot option.