You can prefer whatever you like
But it's not like Windows "invented" Desktops, Icons etc. The first "Desktop" I personally used was good old
GEOS on the C64
And then, I also don't see too much sense in disliking something, just because Windows has it. To me personally, KDE is not only a lot more comfortable than CDE, but also than any version of the Windows desktop.
On an older machine, I used fvwm2 for a long time, because it performed a lot better (of course), and if you want to do "unconventional" things with your window manager, it might make sense to pick a highly configurable one (like fvwm2, I assume fluxbox might be kind of similar?).
A full DE on the other hand gives you tools like a "systray", taskbar, start menu, audio mixer, keyboard layout switcher, screen locker, printer queue control, etc. pp, all nicely integrated and working together. CDE was
the "commercial Unix" attempt to provide a full DE, which I never liked. But yes, you pick whatever you want, and that's cool -- Unix systems have always been very modular in design.
I'd personally never go without a display manager on a desktop or notebook. Even if all I need is a shell (which is quite often), I often want to see several of them at the same time, which is arguably the most important use-case of an X session for many
So I'd end up starting an X session anyways. Why bother with a console login then?