Hey and welcome to Orion, Kagi, and macOS.
You are absolutely right by stating that the location of 'Settings' may be slightly confusing for someone who is entirely new to the operating system. The help documentation is written by the community for the community and the beauty of it is that anyone can submit improvements to the documentation. Maybe I’ll try to find the time to improve that section of the documentation this weekend.
That being said, most macOS software have their settings in the same location: menu bar -> program name -> settings/preferences, also accessible via the shortcut ⌘ + , so whoever wrote that part of the documentation probably assumed that the reader is already familiar with the operating system.
Regarding the orionfeedback.org post you found, I don’t think anyone was really at fault.
@eirk had a very legitimate reason for asking for a screenshot as something could actually be broken and the setting could actually be missing. It would've also instantly shown whether the poster was looking in the right place. Generally, even the simplest screenshots make helping people much easier.
Tagging the issue as 'nofix' is also the correct way to handle it as nothing was actually broken and the reporter never came back with further clarification. This site has received thousands of reports and Vlad has the often thankless job of keeping everything organized.
Lastly, Orion is free as in free beer and you don't have to pay $10 a month to use it. Kagi the search engine is a paid product but your report does not have anything to do with it.