All of those things require admin rights, which is an explicit acceptance that you are now working with things that could fuck your shit up. Modern Windows, unless you disable UAC, asks you to confirm you're sure you want to use admin rights before you have the opportunity to break any of the shit you claim it's chill about.

Running an exe doesn't require admin rights, hence the extra warnings. Plus a malicious exe could do all that shit without asking for admin first through a privilege escalation exploit.

I swear, people find more uninformed shit to complain about with Windows every day.