AFAIK the default config on Windows to install a program is still downloading an executable installer on Windows.
On Linux, the default config is you install most programs from the "trusted" distribution's repositories. Flatpaks and Snaps are increasingly used for apps that are not in the repository. They are not perfect, but they are improving.
I don't know how it works for macOS. You'd download a program image but I don't know what the program can do and if there's a sandbox.