A walled garden doesn’t offer you the freedom to leave it. If you’re unhappy with Ubuntu, you can use a bajillion other distros and get the same software elsewhere. If you preserve your home directory and distro hop then nothing changes for you and your preferences/dot files carry over. I jumped between three distros at some point and my custom GNOME setup (extensions and all) survived through it with minor changes. Heck. Even Thunderbird kept my profile active and I never had to re-add all my email credentials from scratch.

Can you do that with Windows or MacOS?

The issue was that those users didn’t understand what they were doing and managed to mess up their systems. If you know what you’re doing then installing debs like regular could be totally fine.

You sound like Slackware is the distro for you. There’s no walled garden. In fact there isn’t a garden at all, you go out into the wilderness and forage, but first you have to learn how to make the plants edible.