It’s on of the many reasons Windows base install is so much heavier than a typical Linux base install.
The reason Windows retains older versions of executables while Linux doesn’t is because Windows doesn’t have a package manager like Linux distros. Ok, there’s now Windows Store plus a recent-ish CLI tool that was based on one of the many unofficial package managers, but traditionally the way to install Windows application was via manual downloads and installs. So those installers would typically come bundled with any shared libraries they’d need and often have those shared libraries in the application directory. Leading to lots of duplication of libraries.
You could easily do the same thing in Linux too but there’s less of a need because Linux distribution package managers are generally really good. But some 3rd party package managers do take this kind of approach, eg Nix, Snap, etc.
So it’s not that Linux is “unstable” but more that people have approached the same problem on Linux in a completely different way.
The fact that drag-and-drop installs work on macOS demonstrates that there isn’t really a UNIX-like limitation preventing Windows-style installs. It’s more that Linux distributions prefer a different method for application installation.