At this point, sadly, there are only really two reasons I'm sticking with Windows phones:
1) Glance. This feature is incredible and I use it all the time, every day. I can't believe how little this feature gets touted in evaluations of Windows phones.
2) Dark theme being really baked into the OS. I loathe light backgrounds -- they are really hard on my eyes (like this post I'm writing right now) -- so the dark theme is amazing.
Biggest current annoyances:
1) Lack of quick synchronization for e-mails, text messages, skype calls, etc. For example, when I get an e-mail (gmail) and mark it as read on my SP4 it simply won't remove the notification that I have an unread email on my phone until I go into that app and clear it manually. Extremely annoying.
2) Live tiles take forever to update with new data. Makes them effectively worthless.
3) BUGS. Windows 10 Mobile (Lumia 950) is loaded with bugs. One annoying one: half (not all) the time when I hit a toast notification for a text message the texting app won't load! There are tons of other annoying issues, of course.
I'm starting to get tempted to take a look at iOS and Android again, and I don't even care about the lack of apps on Windows. Glance and the Dark Theme are the only major features that are keeping me on Windows right now.