I hate to sound like an apologist but it seems unfair to me to lump MS and Apple into the same bucket here.

Yes, Apple has a 'walled garden' to an extent, but I've never once worried about MacOS serving me an ad from a third party, and their privacy controls are top notch and seem to get better as advertisers attack methods get more sophisticated.

I can count on one hand the number of times I've had to jump through a few hoops to get an unsigned app installed, and each time it's been relatively painless.