It's not that it is hard on Windows, I at least have never seen anyone claiming that, just that it's annoying having every program self-update or sometimes needing manual updating. A centralized way of updating like you have on Linux is simpler for the end-user, just open the store and update, like smartphones do.

There's other advantages too, like rolling back or downgrading is easier to do and if an update would break or be buggy and it is caught up before being available to everyone, it can be withheld until fixed.