I'm a Linux person but often at work due to decades of Gates's effective brainwashing I almost always have to use windows on the desktop. IBM was the only exception. That said, on windows, all I do is get this https://git-scm.com/download/win run the installer and yes it installs stuff but it's literally all automatic. So it's easy on Windows and on Linux, Mac I don't know, I don't do Apple products.
From that page: "Git for Windows provides a BASH emulation used to run Git from the command line. *NIX users should feel right at home, as the BASH emulation behaves just like the "git" command in LINUX and UNIX environments."
That's correct, it works automatically and is great to fix windows (when I have to work on windows) so it has some functionality but even if all I used out of that was git, it's easy. Is it all one exe? No. Does it need to be? No.
CLI and GUI are different languages that are optimal for different use-cases. A dev who doesn't understand that and refuses to use CLI where appropriate is like a dev who would refuse to learn English. They are crawling when others can run.
The first Microsoft OS was a UNIX variant called Xenix "The first operating system publicly released by the company was a variant of Unix announced on August 25, 1980. Acquired from AT&T through a distribution license, Microsoft dubbed it Xenix": https://en.wikipedia.org/wiki/History_of_Microsoft
Windows NT only got the bare minimum POSIX support for Windows NT to be allowed into DoD contracts. It was barely improved from there, and its SUA replacement was hardly any better.
Mostly ignored by Windows developers and finally put to sleep in 2003.
Xenix, which was actually my first UNIX experience, predates Windows 3.x success, and was largely ignored as Microsoft decided to focus on MS-DOS and OS/2.
WSL exists, because Microsoft realised plenty of people don't care about Linux, and rather buy Apple hardware for a POSIX experience, and since Linux kernel ABI matters more than POSIX in modern times, so WSL it is.
One needs to sell that Linux Desktop experience, that is taking decades to move percentiles.
None of that is relevant for Windows developers targeting Win32, and .NET technologies, the crown jewels.