The actual extraction is done with a wizard. Sure you can navigate in and out of the file, but if you want it to all come out, you need to right click and extract all which brings up a wizard with multiple steps.
On Linux in the file explorers, there is a right click context menu that just dumps them into a folder or not right there, no wizard, no extra pop-ups or anything.
If you want that experience on windows, you have to download 7zip or winrar and navigate to a nested context menu item.
Windows _is_ stuck in the 90s on this.