I installed Chocolatey maybe a year ago, because of Atom for Windows. My recollection is that it was rather slow, shortcuts would sometimes break, and it was often unable to uninstall packages. Maybe package management is just hopeless for Windows.
Windows is closed source and changes how things work without informing others because some APIs are hidden. Linux is open source and they share all API calls and etc.
So there might not be an apt-get for Windows because of the way it is designed is different from that of Linux.