The two are not equivalent. As a developer, if I want to "package" my application for Windows I can do *one* lot of work to create an MSI that any user can run to install my program on any supported version of Windows.
I cannot do this for Linux; I have to build the program on a Debian system to create a Debian package and just hope that Debian-derived distributions don't stray far enough from the latest Debian stable release to break my package; I have to create a separate RPM for Red Hat, Fedora, Mandriva, OpenSUSE, etc. Slackware users are out in the cold unless they don't mind extracting the contents of the deb and installing the libraries that it requires themselves. :)