If it's within steam (IMHO the best option for a big-screen experience), it takes ~30 sec to start the launcher, connecting to the server, wait for it to update itself, logging the user in (sometimes needing the password) and then splashing an additional screen while the saves are synchronized after starting the game.
It's also only in a single place in the start menu. But the start menu isn't a great place for big-screen gaming. It doesn't have the sorting features, metadata (play time, friend are playing, screenshots, ..) and is not usable with a controller. It just isn't intended as a game library selector. If you want to integrate them into a single place with at least some of the features (like Steam) it's additional effort (in the worst case, per game).
Purchasing the game isn't always possible on GOG or Steam. EA didn't have all their games on Steam for a long time, Epic has their exclusives and probably some others I'm forgetting. You also always have to interact with stores from other companies, even if you buy within steam. I have 7 accounts only for PC gaming that I'd still need even if I didn't chase lower prices. That's one on consoles.
Windows also has popups on startup, trying to get you to do something and updates take much longer than on console (and can also delay startup after the last shutdown), sometimes driver issues. A couple of launchers start in the background, popping up because they want an update, some special one-time event and so on .
To get it all running while using a gamepad on a TV, without needing a wireless keyboard during a typical gaming session, is a lot of tinkering that many would like to avoid.
If I just want to play a game for 20-30 minutes, that's a lot of friction and annoyance.
Playing older games often requires a separate console (increasing cost) but generally works. On PC it's often pretty painful (controller config doesn't match up with DirectInput vs XInput, compatibility patches needed, other weird issues).