This bike looks to be a bikepacking and gravel and touring based bike.
Users in this category prefer mechanical/cable brakes to hydraulics because its possible to carry some light spares and jury-rig some repairs in the field if needed.
Hydraulic brakes are indeed nicer, but a functional field-expedient fix is harder to achieve, (unless you carry a replacement pre-bled caliper, line, and lever.)
The first thing to do is bed in the existing pads. You already own them, and if you've never stopped hard then they may have developed a lower-friction glaze on the front.
So go out and get up some speed, then do a hard stop. Start with one wheel at a time until you get confident, and don't do this in traffic.
I've heard that it can take 30 hard braking events to bed the pads in fully from new, and that some bike makers do this for you whereas others don't, somewhat like running in a brand new engine in a car.
If you want hydraulic brakes, you need new shifters, hose + mineral fluid, and calipers. This could get pricey! It should be possible to keep using the existing rotors. (confirmation needed)
Shimano's website is iffy right now, but I think you're limited in the brifters you can choose. Tiagra, 10 speed, hydraulic suggests that the ST-4720-L and -R are the shifters you need.
Groupset overview of Tiagra 4700
Right and Left or you can get a "small hand reach" version in the 4725.
Another option that would fit is the RS405-R and L. Not sure how they fit in the lineup.
It may be possible to use 11 speed hydraulic-brake mechanical shifters from 105/ultegra/duraace, and simply have a dead click but that may not work.
(confirmation needed) Someone else may be able to clarify if GRX 10 speed or 11 speed shifters would be suitable here.