What you're describing is Spaces which is macOS's multi-desktop system. I agree it's annoying to have to tolerate a glacial animation just to switch between apps when they happen to be fullscreen. It's not a deal-breaker for me, but it's definitely near the top of my list of annoying things about macOS. But fullscreen applications are on the same level as additional desktops, basically. My personal solution is just to get good at swiping quickly but there is also now an app that simulates the trackpad gesture well enough to get instant switching.

The menu bar is supposed to appear with the cursor at the top of the screen. I have also encountered issues where it doesn't properly hide until you bring your cursor back in order to take the cursor away again and then it hides. It's a quirk but I sort of understand why it happens and it's just a small glitch to me.