This is similar on mac and windows. Some software is available in the built-in package management (aka store). Some are installed from msi or dmg files. Some are portable executables. Some are PWA. Some are via command line utilities like homebrew and chocolatey.
No workstation OS has every possible option in one place.
That saying too often gets used as an excuse to not even try moving away from patronizing a harmful business, as though it isn’t worth any inconvenience since we’re screwed no matter what.