The problem is the operating system. Windows is terrible in handling your installed programs (and since this is a main task of an operating system, it is no good operating system). It does not have a central software list. It does not care how those programs interact with each other. Just give Windows the path to some .exe and it will execute it.
Take LaTex for example. In Windows, you have to make sure to install your components in the right order and you have to make sure that those components recognize each other. In Linux or OS X, you have to download one library of your choice and one editor of your choice and it just works.
This is because Linux and OS X keep track which software is installed.
In Windows, you might install some new codecs and some of your programs will use them, others are not aware that the codecs are now available. In Linux, you download them from the "Linux appstore" and it just works for all your programs. For OS X, it works technically the same way, except that the enduser does not have many options to decide. A lot of stuff is just done within an update.
You can now say that Windows is actually quite nice because it gives the user more freedom. After all, you can tell Windows exactly were to install a new program. Theoretically, you can install something of an USB drive. Like I said: Just give Windows an .exe and it will execute it.
But this is not actually a nice thing. One problem is: You forget what you have installed. Some programs, I only need twice a year. With Windows, I ended up installing those programs twice and more just because I forget that I had installed them already. And of course Windows does not tell me that the program is already there in some other folder. But this is just a small problem, actually. The main problem is security. Windows is a drunk desperate guy on a party. It will execute any .exe it can find. "Oh, there is an .exe on this USB drive and it says I should auto-excute it? Yay! I will do it! Today I get lucky! ...lol, she wants access to my system files. This chick is direct! Not shy at all. Well, okay, here are my system files. Do whatever you want."
To fight this problem, you have to install antivirus software. Windows is like a special-needs kid that can not leave the house without a personal carer. Just that the carer is not really smart, too.
"I want to play with SpecialScammer12." - "WAIT! I have to check first! My list says you must ignore anybody with the name SpecialScammer1-9. Well, okay! You should be fine..."
And so Windows needs even more stuff to protect him. Windows Defender, third party antivirus program, regular full body checks... All this slows Windows down. This is the price you have to pay if you want a operating system that can just execute any program no matter if it is installed and on the system software list or if it is just a random .exe on a USB drive.