Anything as complex as an operating system is going to have far too many features for them ALL to be easily discoverable. For something that complex, you want the most fundamental features and the most-used features to be easily discoverable, and everything else doesn't necessarily need to be. I've used many different versions of the major operating systems, and this seems to be true of them all, and is not macOS-specific.

As to why "Mac users are so delighted when they discover previously-unknown features"... I think it's partly because Apple (usually) does a good job at adding features. It often feels like they've refined the OS, not like they've simply jammed more things in.

Also, I think it's in part because when you get used to using a particular version of the OS, you might get used to not having certain features built into the OS. So when you discover that something you had previously been relying on a third-party app for is now built in to the OS, it's a pleasant surprise. While this isn't actually a Mac-specific thing, I do feel like Apple puts a lot of features into their OS that other OSes rely on apps (or even third-party apps) for, so maybe mac users might have more occasion to discover that something is now built in?