> Can anyone explain why Windows even makes this possible?

Because, as much as we nerds might hate it, it's convenient to a large number of people. They plug in their device and the companion software to fully use all its features just installs itself. They don't have to go to some obscure URL and then locate their exact product. Even in the case you've described, the software likely enables some features of your monitor that aren't accessible otherwise. You don't care about them, but someone might.