Not all programs work, And in Linux you can forget the terminal with the stores that use flathub, much easier and safer than the shitty exe/MSI installers.
I fucking don't, I use yay or whatever, I'm talking about you, if you really don't want to see the terminal there is the app store that uses flathub in any pre-configured DE for linux
I'm old school haha I just download programs from the internet myself, they either come as zips or exes and they install directly on my computer without any issues. No terminus, app stores, etc. and no problems!
Naw that's okay for like a telephone where you just want like a calculator or some shit but on a desktop you go to Google and just find the program website and download it
Common sense won't protect you against vulnerabilities like remote code executions. And keep in mind that we still use our common sense even if we use up to date softwares.