Everyone is free to suggest or make improvements to the documentation. 
Yes.
Because it requires the node.js platform and the installation of some packages requires a C/C++ make step that needs a compiler. On Windows, that needs the Microsoft compiler which comes from a very different world - of complexity!
Node.js realised this and updated their Windows installer to include that dependency. Unfortunately, in this case, we have seen an edge-case where Microsoft Visual Studio gets in the way of that installation.
Partly. You can certainly have a stick with a node-red installation and maybe even a portable version of node.js (not sure about that bit though). BUT, Windows, Linux and MacOS have VERY different compiled application architectures. So anything that requires such a package either has to be shipped with binaries for all platforms or must be re-built for each architecture (which is the normal case).
This is really the big difference with Windows. Windows versions since NT are ENTERPRISE architectures first and foremost. They tend to be complex in ways that Linux is not and simpler in ways that Linux is not. They are simply very different beasts.
You are far more likely to come across setups with Windows that are fully managed. Which is to say that the user has little control.
The other thing that Windows failed to deliver (for complex reasons that related to the enterprise stuff) is a standardised installer. With linux, at least each flavour of linux tends to have a standard installer with apt
being the most common only in that it is used by all the versions that are based around Debian (including Ubuntu, etc).
For an unmanaged Windows device with no management, installation of Node-RED really is no more difficult than on Linux. In some ways possibly easier. If you know your way around the Windows terminal. That is another issue with Windows users - fewer people are familiar with the terminal/command line - on Linux, it is largely a requirement! 
- Install node.js from the official installer.
- Open a new command line and
npm install -g node-red
(no admin rights required in most cases).
- From the same command line
node-red
The final complexity for Windows is if you want to run Node-RED as a service - on Linux, most people probably use Dave's very comprehensive Debian script and that includes service setup. On Windows, there are various ways to run things in the background but to run a node.js microservice as a Windows service, requires an additional tool. That's why most of us run live Node-RED on Linux and dev only on Windows.
Steve has already explained some of the other complexities.
The script is a fantastic resource. And brilliant when it works (which thankfully is nearly always). But I can guarantee that the same 12yo will not have the capability to deal with things if the script doesn't work for some reason - and we have seen many cases here in the forum where adults can't either.
Not sure who might have said that. It is wrong, as you say. But that is the nature of free support from an open community. People don't always get things right. Though generally, someone will normally correct it when wrong.
On ALL platforms where you want to run Node.js apps, it is recommended to install the appropriate build-tools for the platform. That just gets the issue out of the way.
That is always the ideal. But most support for Node-RED is provided by the community and that requires that community members step up and raise and possibly fix documentation shortcomings. I know that I've contributed to the Windows install page in the past. But for those of us who have been around since the year 0NR, we don't read those pages because we don't need to. It needs someone newer to point out the issues and then someone to go fix them.