Googling for an exe or msi installer is fundamentally the same thing. Unless it's in the Windows Store, which it probably isn't.

Once installed, unless it has it's own phone-home for updates, you won't know if it's out of date.

To be fair googling for an exe is even worse. At least the weird apt incantations can be easily audited and understood by a proficient user, whereas on Windows you're running a binary downloaded from the Internet that you know is going to ask for superadmin permission to do its thing.

A third-party repo is the same: it's also an "Internet binary".

The AUR is slightly different in that (usually, there are some binary packages) you could in principle check the sources and build process before building it right there and then installing to the system with elevated privileges.