Windows already has such a central system. The registry is used by almost all apps that aren't ported over from other platforms. And anyone can ship a management console snap-in to manage registry settings for their app. It's easy. Nobody does it because it's even easier to work some UI into your app to configure things.

Package Management

Windows couldn't use package management even if it wanted to. Packages are only necessary if you want apps to share dependencies. For various reasons sharing dependencies between apps on windows is not feasible (mostly because the dependencies are proprietary). Windows tries to solve the problem the same way OS X does: ship all the dependencies with the OS itself.