That's because the windows one came a decade+ too late, has a bunch of restrictions (particularly at launch when you couldn't even put desktop apps in it), and generally doesn't fit with the ecosystem. One of the reason Linux package managers are loved is it is a one-stop-shop for all app and OS updates. The Microsoft Store doesn't do that, nor can you add third party repositories to it (like you can in Linux) in order to attempt to make it a one-stop-shop.

A big hint here is it's called the Microsoft Store. It doesn't perform the same function or achieve the same goals as a Linux package manager. And that is on purpose.