Applications rarely copy dlls to the system directory these days, as that led to horrifying DLL hell just like Linux has, where conflicts abound unless some central authority carefully manages everything. I routinely run about a hundred different applications portably from a thumb drive. Try that shit with Linux (it only works with AppImage!).

User profile and registry are for settings. You can easily keep backups of those as well, but it isn't really necessary unless you have highly tweaked configurations or something.

Have you not touched Windows since 1995?