I've been a kindle user for so long I'm embarrassed to admit I don't have any concept of what it is like to get ebooks outside of the Amazon ecosystem. Was the change easy to make? Do you feel like you have access to as much content as you did with a kindle?
I use a Boox reader, but pretty close to the same experience. For me, I either buy the book from one of the many places that lets you download epub, or buy it on the Kindle store and download it from Libgen. It's really a non-issue. I've only run into one or two books I wasn't able to get an epub of, and those I ended up reading on the Kindle cloud reader on my laptop.
I have both an old Kindle Paperwhite 2nd Gen I think and a Kobo Clara.
The kindle 'lives' in the car and the Kobo at home so I always have something to read.
I use Calibre to sync to both.
Rather than directly accessing Amazon from the Kindle I download bought books to my PC then strip the DRM - so I can read the same book on both the Clara and Kindle.
I'd say that the initial awkwardness is from deliberately not connecting the Kobo or Kindle to the internet to stop them from 'phoning home' when you set them up. The Kindle is easy - just don't connect it, the Kobo seems to insist but there's a simple step-by-step to bypass the enforced sign up on the Clara I use.