"Since Linux is so customizable by you, the makers of the distribution that you favor can not possibly consider and include all of the necessary software that you'll need to install any other software that you might find and want. Windows doesn't do it either, this is why so much software screws up your Windows system -- because those folks making their software for Windows include everything necessary for you to double-click and have the program install as promised. The versions of necessary dependancies that they include might not be so wonderful to introduce to your Windows box. Sometimes dependancies that accompany a piece or software for Windows will overwrite the already existing version on the system. This is typically bad. However, the most important system libraries and the like on a Windows box are protected from being overwritten. This doesn't happen on your Linux machine."
