You wouldn’t download and install a random .exe

I think you overestimate most people wrt computer knowledge.

Plus sometimes you don’t have a choice in what you install. I recently had to install Kind for a class I was taking and their only install options on linux are just that: downloading binaries and moving them to /bin.

So only the dog?

Lots of install instructions are based on commands. If you know what they are doing, you might be able to replace them, but then you already understand them, so…