I do not understand why people hold this impression, especially in corporate environments.
Windows supports both system and per-user deployments; the latter so you don't even need administrator rights. And with Intune, deployments can be pulled or pushed.
Many desktop applications are written in .Net so you don't even need to install the runtime because it's preinstalled on the operating system.
Even ClickOnce deployments -- which you can deploy on the web or on a file share -- pretty much make deployments painless.
EDIT: For the naysayers: please then explain to me why Steam is so successful at deploying large games on multiple platforms?