> because then you have to spend 40 minutes trying to install all the dependencies and building the package from source, instead of the 3 minutes it would have taken to install an .exe on Windows.
No, you take 2 minutes to install it using flatpak, or download a .appimage file.
And if neither of those are available, you spend that 40 minutes packaging the software, and submitting it to the distro you use for inclusion.
(If it was already packaged, but not new enough, that's a ~5 min job to do the update for your distro)