Right but in practice nobody really uses the Windows store, and winget, chocolatey etc. are only used by geeks. For normal users it's always

1. Download .exe or .msi
2. Double click it.
3. Follow the instructions.

On Linux you have:

1. apt, dnf, etc. - pretty reliable but only really work from the command line (I have yet to use a "friendly" store frontend that actually works well), and you almost always get an outdated version of the software.
2. Snap or Flatpak - the idea is there, but again I have yet to actually use one of these successfully. They always have issues with GUI styling (e.g. icons not working), or permissions, or integration or something.
3. Compiling from source - no Windows software requires this but it's not uncommon on Linux.

Also it's relatively common for Linux software not to bundle its dependencies. I work for a company that makes commercial Linux software and they bundle Python (yes it's bad), but that depends on libffi and they don't bundle that. So it only works on distros that happen to have the specific ABI version of libffi that it requires. And you have to install it yourself. This is obviously dumb but it's the sort of thing you have to deal with on Linux that is simply never an issue on Windows or Mac.