IMHO WIN32 over MFC has a good case because MFC is so bad, but for a GUI, C# WinForms or WPF is so much better than either, there is no comparison. There probably has never been a correctly written MFC program. Only the oldest & simplest win32 GUIs every worked properly (think file manager, notepad etc.) and they are fragile.
In the case of WDM and KMDF. KMDF is clearly better.
Learning is one thing. But what you are asking about is like learning how to use the memory segment registers in 8086 real mode so you can access high memory in DOS. It is not hyperbolie to say that this is just as obsolete. And in the same way that the flat memory model used for x64 is not a ‘layer’ on top of the segmented memory model, using WDM is not somehow ‘going under’ KMDF to use some more fundamental technology