What I do to install software on my Linux PC:
Open the app store. Search. Click install. Done.
Updates are done through the same app store that I used to install it.
What I do to install software on my Windows PC:
Open my web browser. Search for the software. Pick the right website (with most software this is easy, for some software it's not immediately clear, be careful not to download from a dodgy site). Navigate to the downloads page. Pick 64-bit Windows (not Mac!). Press download. Open file explorer. Navigate to Downloads. Find the installer exe. Double click. Go through the installer. Press next/tick/untick options. Press finish. Go back to the file explorer, delete the installer exe. Go to my desktop, delete the shortcut it has added (I hate it how every installer seems to do this!)
Updates are either done when I open the app and it does a check, which is frustrating, when I open an app I want it to open, I don't want to see a prompt to update, OR through a separate updater app that runs at startup, making my PC sluggish at boot.
There are shortcomings in Linux, and there are things Windows does pretty well. It's funny that you picked the thing Linux is literally the best at hands down, and Windows is the worst at, hands down. It'd be like if you complained about MacOS not being visually consistent lol
You should have picked something that Linux is genuinely bad at, like HDR support or something.
E: pictures say a thousand words. Here's the difference:
Installing an app on Windows: https://imgur.com/a/QoLzZlk
Installing an app on Linux: https://imgur.com/a/prsi9ZW
Again, truly, I'm not here to say Windows is unusable and Linux is perfect, but of all the examples to praise windows and shit on Linux for, you chose software installation? Are you actually insane?? lmao