Yeah, it was probably either the dialogue before that, or (even more likely) a drop-down at the top of the dialogue that let you select "Classic".

It's utterly incomprehensible to me why the went and just ripped all of that functionality out in later versions.

(Also, why Linux desktop environments keep crowing about how many "themes" they have. However many thousands of them people cobble together... Just utterly pales in comparison to letting users set each detail of their systems up exactly as they want; that's in effect infinite "themes"!)

Not hidden at all. Right click anywhere on the desktop and hit "Personalize".

What we're talking about is probably not a secondary but at least tertiary or... Eh, fourth-level dialogue, buried at least three clicks deeper after that right-click. (Except in versions after Windows 7 it's nowhere to be found at all any more.)