It's similar, but not the same. Most Linux distros require you to download a third-party program that people've never heard of. Windows gives you an all-in-one program from their official website, thus it's easy to trust. Arguably Linux's solution is better because you can use that program for multiple purposes. That and I think the trust factor is overblown as the distro will recommend the software and it's not hard to find people vouching for it, so if you trust the distro you may as well trust the program.