Re: " from top to bottom Windows is"
"No. Windows is still mostly a C API"
Some of it, yes, but not mostly.
"which is not object oriented"
You are not understanding how this works. Windows from top to bottom can pass data as objects via it's management interfaces - what the underlying APIs use doesn't matter.
"Powershell requires its wrappers over all of them."
No, it doesn't. You might need a Powershell wrapper to say access a specific database as an object but the Windows OS access is baked in.
"And frankly, I'd prefer to call a COM API than a .NET one."
You don't need to care what it calls if your system supports .Net core.