The app icon approach only give the illusion of control. That may be worth something too, but whether you run a .pkg or a program, the app developer can do whatever they want with the permissions you grant it.

There is an advantage to being able to move a program to any locations and run it from there, and while the same can easily be done on Windows (just make one big .exe!), it's not expected for users to just move install directories around.

That said, programs break the same way: configuration pointing at wrong directories, permissions going wacky, you name it. It just seems to go wrong less often on macOS because of developer expectations.