If you delete the LNK, you don't uninstall the app -- you just can't access it easily any more. If you create a second shortcut to the app, then uninstall the app, the second shortcut lingers but doesn't work.
If you install an app, it might put two or three shortcuts onto the start menu -- lets say it's a video game, and it installs a shortcut for the game itself, and another for a settings tool. (If it's an old game, it'll probably install a shortcut for the uninstaller, too). Which of those shortcuts should the start menu highlight as the newly installed app, to help the user discover it?
You can make the argument that an abstraction based on files, paths, individual executables and command line arguments (which is what LNK/PIFs support) is superior, and I think a lot of people on HN would agree -- but it's not the abstraction that new computer users being trained on mobile devices are internalizing.