So I can't install an app that adds context menu entries? I can do that on Windows.

That likely depends on the desktop environment. I have packages installed on my steam deck that add context menu entries, so clearly it's not impossible (my system still remains read-only, though I've been thinking about using an overlay like rwfus to get some new native packages, due to annoyance of self-management of self-built and downloaded ~/.local stuff)

Yeah obviously. Windows let's everybody and their dog write into the registry.

Which goes completely against the kind of immutable and sandboxed system that KDE Linux intends to be.