I don’t even know where to begin. First of all if you want Linux to be Windows you’re going to have a bad time, the sooner you accept that Linux is a different OS and does things differently, the sooner you might start to learn it. This is one of the most common mistakes, with people trying to download .exe to install things to people expecting every single tool to behave the same. Not to mention xfce is not the only DE and Thunar is not the only file explorer, unlike Windows you have options to choose if you’re not satisfied with a specific program, even file explorer.
Secondly that way is stupid even in windows, you’re destroying all of the organisation you had with no possible way of recovering it. How do you plan on putting the comics back into the folders they were on before you moved them all to a single folder?
Thirdly and perhaps the most important advice I can give you, don’t run random code you find on the internet, especially true for AI generated content.
How would I had done this? A quick search in Google for convert cbz JPG to webp showed me this script github.com/azuravian/…/cbz_JPG-to-WEBP.py which might be what you’re using, looking at the help of that script it seems it acts recursively on folders and subfolders and also works with CBR. Unfortunately for you you tried to use it the windows way and so we’re limited to whatever GUI is written for it. In fact most scripts would accept a parameter for the file to convert, so a small knowledge in terminal would allow you to do this for EVERY script.
The terminal is not your enemy, you’re hampering yourself because you’re trying to do complex stuff in the GUI which is not capable of complex stuff.
Finally, you say the documentation of Thunar does not mention wildcards as a point in your favour of “this is confusing”, it’s not, when a documentation doesn’t mention something in general that something is not supported. If I had tried to use a proper regexp on windows finder I couldn’t point to the docs not mentioning it to say “it’s confusing that they don’t mention they don’t support regular expressions”. The reason Thunar doesn’t bother is that 99.999% of the time when a user searches x what he means is really the regexp .*x.*, so that’s what it does, if you want something more advanced there are other tools for the job.