I find that you can get the same types of programs on Windows, but you have to deal with every UI being a unique snowflake and the (subjectively) high chance of malware from my experience.

Also the installing of CLI programs seems to be really hacky through powershell.

For installing, don't forget about Nuget. Use Chocolatey today and although I don't know what the Windows 10 system will be called, they've already announced an OS system based on that tech.

You're not limited to powershell though. There are at least 4 options that are more appropriate for someone like you like Cygwin, git bash or one of the terminal emulators (ConEmu).

Anyway, I think it's a tradeoff in either direction - Programming on Linux, the way it's most commonly done now, means cobbling together a tool-set to do that work. Windows programming tools are typically more streamlined. However, on Windows you have to cobble together your kit for other things such as advanced command line tools that you may depend on.