The point is that a PC has a million possible configurations that can affect performance. A pared-down environment, like gamescope, cuts down on most of the software-side issues that a PC deals with.
Yes, just installing a game on Windows and running it is pretty simple, but these days lots of games have anti-cheats which can be triggered by other software running (or even just installed) on the computer. Windows on its own has a ton of overhead due to all the background and telemetry processes always running.
A console forgoes a lot of that background stuff, and limits the hardware compatibility issues by being a fixed environment. Your game only needs to run on one specific combination of hardware for each console it’s released on. In that sense, it is a lot less finicky than running it on a PC.