There's a lot more than two types of settings! For example, many of the Windows 7-style Control Panel dialogs are missing more sophisticated features until you click on Advanced or some sort of similar properties button, which actually will then pull up a Windows XP-style dialog!

Microsoft has never successfully unified their settings and likely never will. Even though the Settings app has come a long way, it's still unideal for a lot of purposes, and they annoyingly have been making it harder to get to the Control Panel quickly. (Protip: If you want the legacy Programs and Features, searching "appwiz.cpl" is now the fastest way to get there, since they explicitly block "Programs and Features" from appearing in the search box it seems.)

While annoyingly they've broken the legacy user management to force people to use Settings so they can repeatedly shove Microsoft accounts down people's throats (even in a domain environment), things like managing local/roaming profiles still requires you go all the way back to an XP-style advanced properties dialog you can only get to from the 7-style System Control Panel.