A key feature of Control Panel was that it was "pluggable": vendors could add their own items, and often did. These are ordinary Win32 apps written to match the style of the era. Worse, some system control panel items have plugins in turn. E.g.: drivers can define extra "tabs", network cards have protocol-specific popup windows, etc...

There is just no way to update the look & feel of these to match the new Settings app style, most of the code is third party and ships as binary blobs.

The Microsoft Management Console (MMC), used mostly for Administrative Tools and server consoles has a similar problem.

Combined, these two make up the majority of the OS GUI!