Installing or uninstalling something might have arbitrary side effects, especially on Windows. Its harder to reason about things that happen in parallel, and since uninstalling things is relatively uncommon, there's little need to spend the effort to make it reliable.
Of course, there's little reason to make the user choose only one thing to uninstall at a time. On Linux you can specify a list of things to uninstall, and the package manager will uninstall everything on the list without further input from the user.
Of course, it'll still be serialized, but that doesn't matter much when the computer is doing all the work.