exe, msi, sh… It’s honestly not very difficult to get the difference between debs and other formats, and you don’t have to either. You open the app store or download a .deb from a webpage and you’re done.
There’s bits where Linux is too fragmented, but for most distros with a good appstore setup, this flat out isn’t one of them.
I switched recently and it took a while to be a ‘power user’ again, but the mainstream functionality works and makes sense about the same as Windows.
Linux has purpose built distros for pretty much anything. It’s not that you’re wrong, you prolly just tried and are talking abt something that didn’t fit you. Try Mint or something.