Exactly. I for one, love the fact that I can find some old or niche game or hobbyist program, get it directly from their website, install it, and use it that simply.
Sure I use the package manager in linux, and the google play store on android, and brew on mac, but they're all very limited and clunky by comparison. There is (relatively) little software for them. And if you want something older, or that isn't in the mainstream package manager, then you have to do unpleasant workarounds to trick or coerce the system into installing it. Then once you install something you have to hunt to find it, and there are bits scattered all over the system.
That's one thing I don't like about Windows, is that while it got much better at everything else, it also inherited the 'scatter stuff everywhere when installing' mentality from linux (or somewhere), and even went a step beyond that with the registry.
But at least we're beyond the days of 'DLL hell' and programs are usually pretty good about uninstalling themselves now. And there is some benefit to having user data under the user directory (especially for backups), although that could be an easy checkbox option during install or configuration.
Still would be better if 'portable program' style installation, where you just unzip it in a directory and there it is, the whole thing, right where you put it, was the default.