While true, copying and pasting is much easier to exploit, especially since websites can alter your clipboard. Not to mention that people are already more wary of downloadable executables, but less so for commands.
For example, I'm not sure if you saw the newer attack vector a lot of scammers are using, but essentially they'll have a 3-step process saying "Press Win + R" and "Press Ctrl + V" then "Hit Enter", as a fake captcha, and the site automatically copies a malicious command to their clipboard, which then gets run when they paste.
A similar attack vector could take place where a user copies a command that looks legitimate, hits paste and enter, and only then is it clear that the site copied a new command to their clipboard that isn't the one on the site they thought they checked.
I do agree that Windows is still pretty shit in this regard though. I just think we should seek to not emulate that as a requirement for users to edit certain settings if we can help it :)