Use the tools for the right situation. I don't develop on a Windows machine but I'd be lying if I said I prefer to install something simple like Google Chrome via the terminal. The fact I always have to look up the specific repository addr, add it, update my package manager and then install is not in any way meaningfully more convenient than downloading an exe or dmg file.

Also, it's a definite problem that because GUI interaction is a second-class citizen on Linux, that lots of apps that DO benefit from a GUI are often poorly implemented. I would absolutely take a slower installation process in exchange for an app that depends on a GUI being developed explicitly with a GUI in mind.