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You’re right that lots of Windows apps were designed with Keyboard only workflows in mind. It’s a shame that MacOS has so many points where if you don’t have a mouse you’re out of luck.

There is one major improvement you can do on Mac, at least for menus:

https://varun.ch/posts/macos-keyboard/

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Obviously depends on your workflow but I think I use mouse only on websites on macos (with aerospace)
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If you're interested in keyboard navigation of websites, consider a browser or extension with link hinting support! It worked really well in my experience a few years ago, although I've since became much more of a mouse guy and stopped using it.

Qutebrowser was my favorite browser for keyboard navigation but firefox, chrome, etc. have extensions for this as well.

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Like the linked article says, every time I set up a new Mac, I’m annoyed that this isn’t the default.
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I get that this might annoy you, but there is a direct trace all the way back to the original Mac in 1984 that required a mouse. As time went on and the two other OSes we still have gained mouse support (Windows, Linux) from their keyboard roots, they brought forward their ethos of keyboard navigation. Mac OS resolutely stayed attached to its mouse only roots.
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“When we work on making our devices accessible by the blind, I don’t consider the bloody ROI.”

Well Tim, I suppose the blind do outnumber the handless.

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It was a significant downside of MacOS from the beginning, and it still is.
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I’m annoyed that this isn’t the default.

I really feel like this used to be the default. That's how I always did it in macOS going back to the early 2000's.

Only in the last two versions or so did I notice it was no longer the default. I'm glad to see here that I can now re-enable it.

Edit: I see that I do have it enabled. But for some reason there are a lot of programs where it doesn't seem to work anymore, no matter what the settings. Off the top of my head: Half the Adobe programs I use for work.

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Most things in Linux too - all DEs I have tried have lots of keyboard shortcuts and so do a lot of applications.

The problem is that they are less discoverable and you need to make and effort to get used to using them instead of point and click.

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They used to be discoverable with mnemonics (underlined letters) but those have been dead nearly thirty years…
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these still exist on windows though? you just hold alt
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Only works for like 20% of the menus though. I remember alt shortcuts reliably being on every single menu in early Windows (95? ME? XP?)
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They died when people stopped using native toolkits and started making everything an electron app.

Economics be damned, if you're going to make a native app, use the OS provided toolkits.

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Hah, I was thinking 3.1…
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GTK (and QT I do believe) also support this on GNU/Linux.
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I wouldn't say they're dead, just more hidden (e.g. GTK4 only shows them when you hold Alt). AFAIK most toolkits still support them, but app developers also have to actually define them.
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I just wish the shortcuts between the OS and Office were consistent. Most are, but some of the more commonly used ones aren't.
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