On Android, you can turn on "Unknown Sources" & install Amazon App Store, F-Droid, Humble Bundle's store, etc. You can even download .apks directly from developers cough YouPorn, XNXX, etc cough.
On Windows, you have Microsoft's store built into Windows 10, but you can easily download a .exe or .msi from a developer's site and install it.
On Linux, most distros come with a package manager, but there are a variety of ways to install apps outside the package manager your distro comes with.
Even on macOS, you can easily download a .dmg from a developer's site and have it installed in a few clicks if you want to install something outside the built-in app store.
On iOS you get Apple's store or.... a really difficult jailbreak process that sometimes takes months to come out after a new iOS version. It's pretty obviously more like a monopoly in this regard compared to the former.