Most of the other "normal" Setting/Control Panel changes that need UAC prompts for certain classes of users have similar explanations. What Windows considers a system-level or multi-user setting certainly differs than *nix, but it doesn't necessarily mean there isn't a good reason why it differs.
Some of that is that Windows (NT branch, XP+) is a multi-user operating system most widely deployed by people that assume it is a single-user operating system and exacerbated by confusion where Windows mostly pretends to be compatible with a single-user operating system legacy (3.x/95-ME) right up until it cannot anymore and sometimes the multi-user-ness comes out to bite.
registry settings are things that should be user settings
User settings are most of the time registry settings since that thing is used where other OS use plain files :) But I know what you mean, some of the choices which were once made are strange and because of the sometimes annoying "let's keep things backwards compatible forever" principle it's also not likely to change soon. Then again, pretty sure for remapping there are workarounds in the form of creating your own keyboard layout for which MS has tools. Now if changing a keyboard layout still requires a UAC prompt (I really hope it doesn't) you're still nowhere.
Additionally, a lot of registry settings are things that should be user settings. Want to remap caps to escape? That would normally be a per-user window manager setting on Unix, but on Windows you have to use the Registry Editor.