Why would you use GNOME Tweaks in Zorin in the first place? The devs have customized GNOME so heavily to produce a Windows-like UI that there's no point to using GNOME Tweaks in the first place. It's designed to adjust user interface elements that don't exist in Zorin's heavily-modified version of GNOME.
Anyway, to answer your question about why Linux installs packages the way it does, it's because of a few factors:
Almost all the code in Linux, and in the applications that run on Linux, is open-source and therefore reusable by anyone. There's no point installing multiple copies of libraries for different apps when they can all just use a single copy of the library. This saves disk space and allows updates to individual libraries to benefit multiple apps at once. One side effect of this is the libraries are stored in separate packages, and you need a package manager to keep track of which packages are required when you install a new app.
Also, Linux was developed to be UNIX-like, and UNIX was developed back in the 1960s when most computers were mainframes and they communicated with each other using private telephone lines. Code could be downloaded from one mainframe to another and compiled with optimizations to suit the hardware that each mainframe was built with. UNIX, BSD, and Linux keep this paradigm to this day, with apps and the libraries they require being stored in repositories (what Microsoft and Apple call "App Stores") and downloaded on demand, rather than requiring you to scour the open web to find the app you want.
Installing, removing, and updating apps is actually very easy, you just have to get used to the idea that you don't do it manually like you would on Windows or MacOS -- you ask the package manager to do it for you.