Pretty much any desktop environment or window manager (even twm!) will add a file to that directory, so you should get the choice of just about every desktop environment and window manager you have installed each time you log in. That seems fairly easy already.
It's easy to select already-installed shell. It's not easy to install new shell not supported by your distribution. While in Windows world you just go and install whatever shell you want.
This being said I'm not so sure this advantage is all that important: few users ever installed alternative shells on Windows (till Windows 8, at least), and I don't know any alternative shells for MacOS (there are some extenders, though).
Most users just cope with whatever shell they get with their OS.
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