I can install anything I want on my Windows computer without approval from Microsoft. I can stop updates, limit updates, change the way my computer boots, and use (almost) any OS resources for anything I feel like. I can wipe my computer and install another OS if I feel like it. When I buy software, the company that makes it can keep updating it however they feel without any chance of the software being 'pulled' by Windows. I don't have to worry about a program I'm buying breaking Windows 'rules'. Windows doesn't control any purchases I make in any app and doesn't limit sexual content of my installs.
What iOS is doing is something entirely different from what Windows has ever done, and meaning of 'closed' is entirely different when discussing these platforms.