- It's not about OS installation, that's as easy as it can be for a lot of distros
- It's not about any perceived difficulty to install software
- It's not about not knowing what and how to do something
Some say that the package repositories of many distributions are superior to finding and downloading some unknown installer from the net, but I have to say that just looking at the descriptions there it's impossible to know if you want to install a particular app, you will anyway wish to look at a web page with screen shots, documentation, FAQs and so on. From the actual install perspective the repositories are great, but from an information perspective they suck.
In short, with Windows you work less to get things working, with Linux you have more control, but you can spend aeons setting up stuff to work similarly to a Windows desktop if you're not happy with the defaults.