Some comments and possible corrections:
1. There is a tutorial for the Windows Phone. It's an app called Help+How-to, and it's baked in as of Mango. Yes, it should start at launch, or default as one of the front 8 tiles, but it is definitely there.
2. Storage: The Lumia (and I think all Windows Phones now?) comes with 25GB Skydrive storage at no extra charge, so photos, Office documents and other Skydrive-supporting apps have lots of extra storage they can access. Considering the speed of doing so over LTE (and Wifi, of course), this isn't something to sneeze at, and definitely worth mentioning when talking about included storage. (Something I would have considered debatable at slower speeds)
3. Local storage for Nokia Maps also seriously helps with battery life. Maps always seems to be a battery drainer, so local storage for them is nice. (Yes, I know having this right below my cloud storage comment is funny)
4. The app list doesn't require scrolling
at all. There is a letter corresponding to the first letter of the app you can touch, which takes you to an alphabet list, then all you have to do is touch "Y" and you're at Yelp. It's faster than swiping a few screens over for lesser-used apps, and far more expandable without losing speed. Yes, this definitely falls into "too subtle" for the navigation you mentioned, but it's a great way to get to apps not on your Home screen.
5. Information density. You didn't mention anything about Live Tiles and how they contribute to information density. I agree that many apps leave sparse screens that make you go "why did I have to come here?", but the counter to that is many apps give you what you want without you ever having to open the app. So if you need to see today's weather, the Live Tile for your weather app could have the current weather, so you don't have to open it, unless you want more detail.
6. I would love to see a normal day with WiFi on, and WiFi off. I habitually leave WiFi off as a battery drainer on my phones, but I have heard conflicting reports about how with LTE, leaving WiFi on and letting it connect when it can is overall better for the battery. I'd love to know what is actually the case.
7. Developer interest - This is one thing MS still does really well. Despite a relatively minuscule market share compared to iOS/Android,
WP7 has a strong and gaining folloing from the developer community. So this is something I don't think MS hurting on.
Glad for the review!