I'm not sure what you mean by the 'bottom Menu key', but look at the manual starting page 561: User Defined Keys. One can, (and I just did) define 7 keys to call functions of my choice, both 'off the shelf' functions, and functions that I created. It's not great, but it's better than digging deep into the bowels of the HP Prime to dredge up functions from the impossibly long and unsearchable 'Catalog', and better than typing in these functions' names every time. It's a far cry from the CST virtual menus of the HP48, but what can we do, except hope that HP will improve the firmware in the near future. I share your sense of disappointment, but I can tell you that after a frustrating initial breaking-in period, I've found work-arounds for the limitations of the HP Prime, at least as it affects the tasks that I do, even if some of them are a bit clumsy, especially in comparison to that perfect machine of the nineties, the HP48GX. But, I have to admit, the Prime is easier on the eyes....
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