There is one major difference: those install under your users. I haven’t seen a windows installer that didn’t require admin. Some older Linux apps require sudo. They don’t need to do that anymore, not for a while. We have xdg standards of where to install stuff in a users home directory.
> Increasingly software is distributed by "curl dodgysite.com/get.sh|sudo bash -"
I don't think this is the norm at all. I have seen curl/bash install scripts for tools like Claude Code, but they don't use sudo, and the expectation is that you deploy them in isolated user accounts or containers.