Are you crazy? An exe could corrupt the registry, delete system32, format C:, or delete the MBR! They're dangerous!
Windows only pretends to let you be the administrator, until Microsoft wants to do something shitty to you.
Linux actually makes you the administrator, so any screw ups are on you.
Whoever made this is evil. I tried to blow that stupid dot of paint in the middle off my screen
that's fine, I wasn't planning on using that 20% of my CPU cycles anyway. And take all the RAM you need on the way out, I was actually saving it for you. thank you sir windows
Defender was never designed to help directly against any of these except the last one.
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.