Here's an example in the other direction: install a piece of software to a different disk than the OS resides on. This is trivial in most Windows software, but requires recompilation from source for most Linux software.
Installing any program, compiling a c file, opening non-zip archives, writing an iso to a usb, counting the lines that contain a certain word in a file, removing the preinstalled spyware, etc.
> install a piece of software to a different disk than the OS resides on
Windows is certainly much better than this than most distros (although it is not perfect, many programs such as the sims 2 expansion packs for example had issues with being installed in another disk). That being said, I am pretty sure that Nix does not have this issue.
The dysfunction on the main GUI level is even more obvious: using command line is still not necessary for a Windows user. Linux would be utterly unusable without the command line and the command line programs. I believe that even those who write GUI and GUI apps themselves aren't using them.