Spot on, this just sounds like complaining for the sake of complaining. Use vim if that's your preference. I used vim for over a decade, and switching to nvim was a breath of fresh air.

neovim does not support running external programs that have an UI with `!`

So, no.

I am confused. I tried it with glxgears and it appears to work. It even prints its output (and reading it into the buffer works as well). So what do you mean when you say that it does not support running external programs with a UI?

I meant a text UI, something like lf or ranger that displays a TUI. The nvim terminal does not work 100% for that use case.

In vim I can just run lf to select a file and then return to vim.

How come I can run

!evince filename.pdf

when editing latex files in nvim after compiling?

And, but that does not defeat your point, :term shoots up a terminal in both under Linux.

Yes it does, just not interactively.