What's more easier then clicking an .exe ?
You first have to open a browser, then find the sotware's website. Then find the download page, then download it. Then open explorer to where the .exe was downloaded. Then double click it. Then click next a bunch of times. And if the software's dependencies are not bundled in the installer, then you have to redo this whole process again.
On Linux you just open your terminal and execute a single command.
Lmao, yes speculating that it includes that certain software package or that it's the latest version.
That burden is on the developer (if there's no maintainer) which has to waste time packaging same thing for X distros. Windows developer uploads the .exe to the web and he's done.