Few windows users get their software from the Microsoft store where store apps would benefit from sand boxing in the first place. Instead they cruise the web with their web browser hoping that the first link on google for "foo" is the official source of foo not a link to one contaminated with malware. Good thing the odds are pretty good unless foo costs money in which case they are searching for "pirate foo" and now 99% of the links are in fact malware.

Once they find the exe or msi of their choosing is found they quickly double click on it and answer yes to any prompt that comes up regardless of whether it asked for admin rights or to sell their kids to a veal farm.

Fortunately they have an antivirus to catch them if they do anything stupid. Unfortunately so do malware authors who will carefully craft their wares to bypass such protections while the antivirus will spastically check every file that is opened and everything the computer wants to do before it lets it do it catching only the dumbest malware while ruining performance.

Meanwhile Linux users can get all or virtually all software from a single app store which actually contains all or most of what they need. Not installing malware remains a vastly easier solution than trying to contain malware you are stupid enough to install.