The behavior is by design to help ensure Windows install, update and uninstall processes are robust. Windows takes a pretty full on approach to application management where Mac is fairly hands off (and *nix does whatever it does). There are pros and cons both ways with the Mac approach needing more user management to clean stuff up (if they care) and the Windows approach needing (a lot) more developer care to get the installer right. A lot of the impetus for locking down the conventional application folders on Windows is to make it harder for viruses and other such nasty software.

Installing and managing software on Windows is pretty heavy going. My module Win32::MSI::HighLevel helps with creating an installer, but it only partially insulates you from the machinery. Tools like WiX are another way of doing the same thing. Win32::MSI::HighLevel is about due for a big clean up of the documentation and better examples so this node may be the nudge I need to do some work!