Well, linux executables and 3rd party installers exist, but they are not the recommended way to install software, and linux uses the same formats as windows for almost everything(mp4, txt, rtf, etc…). But you should probably stick with windows if you want that UX.
I think most distros have a command to remove orphaned packages. If you just don’t want to use the command line but want a more App store like experience, then there are some distros that do have a GUI based app store. I think you should try dual booting with something like Pop_!OS when you want to try it. Absolutely do not install it in place of windows the first time, because you might not like it, and dual boot gives you an option to remove it and go back to windows like nothing happened. Then ofc if you don’t want to try it then don’t.
shit doesn’t work on linux Because the developers couldn’t bother to make a linux version. Because “not enough people use it”. And people don’t use linux mainly because shit doesn’t work on it.