I did too. Don't tell Faye.
What I imagined you meant was actual different shields that had stats and stuff, though. I'll just think of the skins as a paint job and not feel like a bad husband, haha.
Oh, yeah, it was a lot more fun when Mimir had stories to tell. I was really disappointed when I realized he ran out already. I don't mind that travelling to another realm takes a while because the whole process feels realistic and it makes the whole feat of jumping to another dimension feel... grand, and special. I don't know if it's an unpopular opinion, but I like it a lot.
As for the menus thing, an early version of the game (the greenlit test footage released the day before release, for example) actually had the menus working in real-time, like in The Last of Us. Kratos would manually put the Runic Attacks in, etc. That would have allowed for what you wanted, but then we wouldn't be able to switch out Runic Attacks in the middle of a fight. Without getting butchered by Draugr, anyway.
Being able to switch between sets of Runic Attacks without entering the menu in the sequel would be cool and very useful.