Linux solve that by allowing users to add repositories. I don't see why that would not work for Microsoft as well.
Without curation package managers/app stores don't offer any additional security, but curation inevitably involves trusting somebody to make those decisions. Do you trust Microsoft to do that for most users?
Microsoft could solve these issues on windows by forbidding software that they don't approve. It would undoubtedly improve the security of the platform. But it turns Windows into a walled garden instead of an open platform (consider - would Microsoft have allowed Firefox onto the platform? unlikely)