It seems that when Typings were moved from DefinitelyTyped in (https://github.com/mrdoob/three.js/pull/15597), the typings for some of the "examples" THREE components were missed.
Example of OrbitControls typings that used to exist: https://github.com/DefinitelyTyped/DefinitelyTyped/pull/34281/files#diff-5538b1e47ec97fd5b888c9f74edd522b
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Currently, more and more example files are converted to modules. You can find them in the JSM folder.
https://github.com/mrdoob/three.js/tree/dev/examples/jsm
When a file is converted, we normally add the respective TS declaration file.
This is great! Somehow I missed this when trying to see what was going on. I'll try using the new modules and see if that works as expected.