There's a big difference between wanting a window opened when a DVD is inserted and having the contents of said DVD executed.

Linux does open a window when new media is inserted. It even asks you if you want to play it, browse it, use some photo utility etc.

If you want the right application to open up when a file is double clicked you need to use Linux. Windows is no good. Linux checks the header of the file to determine file type, Windows the extension.

For the sake of this post I did the test. Deleted the extension of a JPEG and Linux still thinks it a JPEG. Downloaded a JPEG as "download" (no extension) and Linux knew it was a JPEG. Put the .png extension, Linux still thought it was a JPEG.

Delete the extension on Windows and you're out of luck. Put two extensions to a file and Windows gets confused.

Installing software. Well the ease of installation on Windows is due to the distribution through install shields that bundle the application, but are not part of the OS. Without the install shield you'd have a harder time installing things on Windows.

For starters you have the registry to deal with. Then dll dependencies. Then lack of symbolic links complicates dll dependencies.

On Linux you do have applications with install shields and you have those without. Some can be handled by the OSs package manager others can't. Some applications can be a real nightmare to install because the lack the supporting tools, but that's the problem of the developer not the end user.

But if you do have the right supporting tools then it is easier to install and maintain. Configuration data is kept in a well known place. Binaries in another and user data in yet another spot. Linux solves dll hell in a way more elegant way than Windows. Which also simplifies software installation and maintenance.