Yes, this is a very Notion-like limitation or approach and one that bugs me too. I don’t know how easy or possible it would be to generally combine any type of block with another, but I think it would be great for them to consider which block types could be compatible with each other and implement options for that, e.g. header + page link or header + checklist, but not e.g. code snippet. Looking over the block types currently though, I think a majority should be compatible with each other, at least conceptually.
Also this seems related to another feature request I made:
https://community.anytype.io/t/-/1001
Finally I’ll just mention that one partial solution to this is to use in-line text selection links. Notion can do this (more recently), but Anytype can’t yet AFAIK because it doesn’t do search of its own pages for text links. Speaking of which, that’s a feature request! 