I'd argue that searching around a slew of webpages to find a download button (without clicking an ad that imitates a download button), then running the .exe while making sure to uncheck the 4 or 5 pieces of adware they try to slip in without you noticing, then having to remember to update it manually now and then, is much more of a sketchy pain in the ass than running a single command to install everything from your kernel, to your web browser, all of which is tightly vetted and comes from a monitored set of servers.

Also, if you really want a "click to install" most DE's have a software store that either acts as a frontend for your package manager, or just uses flatpaks.

I'd argue this is just what people are used to, and Windows has taught people that terminal=scary/hacky.