Just for the record, the windows way is also a bit crappy from a user standpoint.
With OSX it's better. For many apps you just drag the 'icon' to wherever you want. This simplicity is for users the same as when we want everything to be a file. It can be expressed as 'everything is just an object' for users. Of course this can't cover all cases, but the simplicity is attractive.
Why isn't a program just a file?
In short this way normal users actually have a chance of
1) Locating the program after 'installing it' (Since they decided the location)
2) Uninstall is just dragging same file (program) to trash.
But i agree, if you want to manage your computer (i think it's fun...) linux is for you. But if you don't, package systems are pretty annoying.