I must say your experience is interesting. I am using https://signmycode.com/sectigo-code-signing, but I have chosen Install on Existing Token (Google Cloud KMS), and it's quite easy for me to handle the stuff. I am not scared of key storage or security issue nor password protection or forget issue.
After Microsoft's March 2024 update, EV Code signing certs don't offer instant Microsoft Defender reputation. Now, OV and EV both code signing certificates can be installed and stored on FIPS 140 Level 2 or Common Criteria EAL 4+ certified HSM, tokens, or cloud HSMs. So, you can consider EV Code Signing as higher security and higher validation with no more difference. If u want to buy code signing at affordable cost, I recommend: https://signmycode.com/cheap-code-signing-certificates