http://en.wikipedia.org/wiki/List_of_installation_software Because Windows only has one installer.
http://windowshelp.microsoft.com/Windows/en-US/Help/41531554-d5ef-4f2c-8fb9-149bdc5c8a701033.mspx because Windows has only one binary.
http://www.betanews.com/article/Top-10-Windows-7-Features-3-XP-Mode/1243378978 because different versions of Windows all work the same way.
These are all chosen for you by whoever makes the software. Or you can compile it yourself on Windows. http://developer.pidgin.im/wiki/BuildingWinPidgin
Look, if you go with a distribution that is modern, you'll have none of those issues unless you go out of your way to the point that you'd have the same problems on Windows. Ubuntu is going to have you use one package manager that will make you not even have to think about binary formats or package formats.
Where exactly are you seeing software that isn't niche that requires any extra work on Linux? I've had to shoe horn software badly made at work into working on Linux. Through Wine and various other methods since I prefer a Linux Desktop. I found it easier than the headache that most people there go through with Windows. Am I just crazy? I consider what I had to do out of my way and annoying as a Linux desktop goes.
In computing, the mean time to failure keeps getting shorter.