Sarcasm duly noted, but it isn't just Windows. OS X, Android, and GNU/Linux have the same "problem",* except that GNU/Linux distributions have a reputation for vetting applications distributed under free software licenses, and by its nature, anybody can hire someone to review the source code of a free application.
The other factor is if there is a strong demarkation between "user" and "sysadmin" or not.
OS X and Windows 8 have added their own app stores that imply some sort of vetting of the executable by the operating system publisher, but developers have still managed to sneak misbehaving applications into the store and trigger misbehavior before the operating system publisher has a chance to learn of the misbehavior and take the applications down.
Unless the publisher thinks the program is not misbehaving. e.g. state sponsored malware. In such cases they may actually block "safe" alternatives.