I've recently tried out SS 2.4 and have some problems:

I don't understand why it always has index.php appended in the end, it looks worse compared to before. Whenever I flush or enter the admin panel, I need domain.name/index.php/admin and domain.name/index.php?flush=all. Even with subpages there is the pesky index.php

is there a way to remove this?

And the admin panel seems to be stricter now, way stricter, it reminds me of vista. Every time I try to edit a page, I leave it for a few seconds and edit it again, it asks me to try and log in again to the admin panel. And it is still a bit slow to load which costs loads of time.

And whenever I flush the template cache and db, it asks me to log-in for access which is no problem, but after I do successfully log-in and see the changes, it does not redirect me to the home page but to the same log-in form again. It's no biggie really, but it's just a bit annoying.

What you're reporting certainly isn't the standard behaviour for 2.4 -- as SSadmin says, the .htaccess file seems not to be working right.
Also, the login issues sound like your session isn't working right.

How did you install 2.4? It sounds like something has gone wrong with installation.

Cheers,
- Luke