Yes.
> Microsoft offering a "store" (most software on it is free anyway) and allowing signed installers that won't trigger warnings - also bad!
Yes, but ONLY because they require you to create a Microsoft account. If you could use it without the account, then it would be fine.
Edit: I also tend to trust package maintainers for established distro's more than I trust Microsoft's QA. This is just me though so only partially relevant.
> So which is it? And more importantly, how is this any way worse than the common practise in Linux to install 3rd party software via some variation of "wget -O https://some.totally.trustworthy.website/install | sudo bash" that won't show any warning whatsoever?
(Windows Store) is worse than (random.exe)||(wget -O some.stupid.site/something.sh | sudo bash) is worse than (Proper package manager)