I have used Windows for decades. Not once have I thought "I should make my own file manager."
I thought that after a few months of using Linux.
Someone did though. Otherwise they wouldn't have created FilePilot. I have never had issues with any file manager in Linux. Explorer on the other hand is annoying as heck. Of course I am not picky with a file manager as I rarely use it on Linux anyway.
I really can't tell if you mean "Explorer.exe is good enough and I never felt like it needed improvement" or "Oh, I can make anything I want to, with free tools? This is great! I'll make a file manager for my personal usage that's perfect for me."