Baseless argument. Windows also splits the environment between the HKLM and HKCU hives. It just gives you a handy window to edit both at once.
.profile is a login script, not the recommended place for setting variables although historically it has been because /etc/environment and ~/.pam_environment are relatively recent additions to Linux. (Why didn't distros adopt the ~/.env though that other Unixes, like AIX, use?) But there Windows also has the profile login script and I don't know if it's possible to export environment variables from it but that serves the same purpose of ~/.profile.
So all those things you say are bad about Linux exist on Windows.