It’s also more difficult do do straight transformation on DC voltages, it can be done but the reason our power grid settled on AC was getting high voltage transmission levels down to reasonable ones for use is simple with some wound coils.

It’s really easiest to just keep everything AC until the point of use, putting a transformer and a bridge rectifier in most devices is a better solution than needing switching power supplies everywhere to convert DC voltages (or wise options like linear regulators).

Switched mode power supplies also have EMI to deal with due to the higher switching frequencies, an AC transformer runs at line frequency (50/60Hz).

Dumb DC supplies using just a bridge rectifier and filter cap(s) isn't really ideal if you need a stable voltage. If the mains voltage sags, so does output. Then factor in ripple from the cap bank under higher loads and the associated nonlinear harmonics and power factor issues from the rectification. You could add a linear regulator and increase the transformer output and burn the excess off as heat but efficiency goes down the toilet.

Switchers, for all their complexity, are pretty damn clean in terms of output and input PF correction. Even in audio and sensitive analog applications where dumb supplies were preferred have been replaced by switchers. A good design goes a long way and it's unfortunately easy to design junk switchers because of the complexity involved.