Why Linux Sucks

Coming from Windows I have been stunned finding where the UI applications (eg. avant-window-navigator) are installed on a Linux system.
Where is my application installed. You might say, on the HDD... and you are right is all over the HDD from the first sector to the last.
As a windows guy, I thought I can see as I see on windows system (my UT3 game 10.000 files all under D:\UT3 folder), but on Linux any application related files are spread as a disease all across the system folders (either with the intention of keeping them ordered either by type or either by needs )