As the Linux slogan used to be a few years back, "it's about choice". I get very much the same feeling you decribe when I have to do anything in windows. Having to hunt for software on the web, shady sites posing as legitimate download sources.. Having a "built-in app database" is great, as long as you're free to add software from other places, or extend the database itself if you feel like it. Many of the software we take for granted in Linux is hard to find, expensive and/or shady in Windows. It's really up to what you're used to, and there's no shame in trying an alternate system and not liking it.
Anyway, to answer your question.
You say "I can’t boot from it directly anymore, but only by going through GRUB first". I'm assuming that simply means GRUB appears when booting, and you simply haven't tried booting windows standalone.
I'm assuming your computer is reasonably recent and uses EFI as a boot system.
- In EFI, there is a special partition at the beginning of the drive, which contains the bootloaders for all systems.
- Since you have Linux and Windows installed, you should have 2 bootloaders there: GRUB and the Windows bootloader
- The BIOS in your system must have a menu somewhere to choose which one to boot.
- Go into the BIOS on system startup, look for the boot order, and you should see both bootloaders, change the priority so the Windows bootloader goes first, reboot and you're done.
- Now you can remove the Linux partitions using your favourite partition management software.