On Android, you need to enable sideloading once with a setting as easy to find and use as any other.
On Windows, you get a custom installer that more often than not tries to install Ask Toolbar or similar crapware. And when you uninstall, better pray the program is actually removed.
In my eyes it is easier on Android, but that is not the important part. The reason the Play Store is dominating is that it is way easier than sideloading and classic Windows installs. That is the same reason Steam is so popular, it is a solution to the archaic way to handle apps on Windows. And if Windows as a mainstream platform is to survive, it needs a native app store. Of course Microsoft wants the 30%, but even more they want Windows to remain relevant so they can keep the revenue streams they already got.