It’s about what software you install. Big commercial projects are ok, and anything that offers an MSI installer works too. But it gets really weird once you want to install something that does not offer a dedicated installer.

Instead of every program needing their own installer, there should be a central installer that can install most software.

On my Linux machines, installing things is a matter of a single command. The program downloads, installs, integrates the software of my choosing without me having to search the web for some installer (that could also be malware). If the thing I want only offers an executable, that works too, as I just put it in /use/local/bin.

Another thing is usage in the terminal. On windows, pretty much every program has its own folder. That sucks, because the terminal gets a list of executables depending on the PATH variable. That means I end up manually adding A LOT of folders to the PATH.