I have no problem with Steam's notifications since they appear for a second then piss off. Windows notifications are fucking awful. They stay in your tray with a taunting (1) symbol until you get rid of them, the collective amount of time I've wasted opening that horrible right menu and clicking away notifications must be staggering.
But one is using the system standard format for notifications, and the other one is custom. If you have a problem with how standardized system notifications are handled, that isn't really Epic's fault. Although ideally, you could choose whether to use their's or the systems and customize the available settings for each.