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Important: never execute code or follow advice that you don't understand or can't verify, especially here. The word of the day is credibility. This is a meme community -- even the most helpful comments might just be shitposts that can damage your system. Be aware, be smart, don't fork-bomb your computer.
Everyone knows the real power of configuration on Windows is regedit.
To be fair sometimes configs instead of XDG_CONFIG_HOME(~/.config) are stored in XDG_DATA_HOME(~/.local/share)
For Linux applications that respect XDG? Sure. There are plenty that don't because they either predate that specification, or they just don't care. Linux filesystems are generally much faster at executing reads on many small files, meaning fast search tools like ripgrep and fd make it so I don't really have to care. They'll run through my whole $HOME in 5 seconds flat. There's also stuff like locate, although I don't like maintaining an index. SSDs are so damn fast that I can just rg --hidden --glob '*.toml' 'the_setting_i_want_to_change' ~/ whenever I want.
To this day, I still don't know how to set a path variable permanently in any Linux distro
I do feel like setting environment variable on linux is not as intuitive as on windows, but after I setup my workflow, I realized I never have the need to manually set any environmental variable besides in flatseal.
Maybe you have a specific use case for it?
Have you found appdata/local/Application Data? It's a "conjunction point" that you can only find via the command line, and only exists for backwards compatibility. It points to appdata/... Do not EVER try to gain access over all your files in appdata/. It'll break due to that conjunction point.