The issue there is you're trying to run Linux like it is Windows. If you do that then you're never going to have a good experience. For example if you're after Windows software on Linux or insist on downloading software rather than using the package manager then you clearly prefer the Windows-style workflow. Which is fine -- everyone has their own preferences. But if that is your preference then the issue isn't Linux doing things wrong, the issue is you just prefer Windows.
For what it's worth, I equivalent teething pains when using OS X for a while. It took me a few months before I finally learned to adopt Mac-isms and I still don't feel at home on it like I do on Linux and BSD (my preferred platforms). Windows, however, always felt somewhat alien to me (and not through a lack of experience, I used to be a Windows developer and have written some pretty low level software for the platform. But even with all of that experience I still couldn't see eye to eye with the OS).
By the way, there are Linux-native builds of WinRAR.
In the case of downloading vs package manager, the problem is that there is lot of software that I use that is not on the repositories. If everything was there, I have no problem on using 100% package manager.
Regarding the apps, there off course the issue is that some apps have no equivalent in the Linux world.
There is no MS Office, LibreoOffice is good but not so good, and same for Adobe Suite. Total Commander I can more or less replace with Double Commander, or TC under Wine.
Afaik, there is a unrar.dll equivalent in Linux, but not a proper WinRAR.
For what it's worth, I equivalent teething pains when using OS X for a while. It took me a few months before I finally learned to adopt Mac-isms and I still don't feel at home on it like I do on Linux and BSD (my preferred platforms). Windows, however, always felt somewhat alien to me (and not through a lack of experience, I used to be a Windows developer and have written some pretty low level software for the platform. But even with all of that experience I still couldn't see eye to eye with the OS).
By the way, there are Linux-native builds of WinRAR.