The dmg thing makes no sense. I do like that the app is self-contained, unlike Windows where it's always an installer, but don't like how deleting the app doesn't clear whatever files it put all over the place.
One advantage to leaving the configs around is that the next time you install the app, yiu get it set up just the way you had it before.
Also, AFAIK, this mirrors how command line utils would work.
Windows uninstall scripts often do the same. Some have an option of removing data files, some just leave them behind. I don’t have any statistics but I see no reason to believe the situation is any «better» on windows. Also, I am sure people will disagree on whether it is better to remove data files or leave them.