Hi Georg,
This is normal behavior, however you're right in that this is a bug on Windows.
On Linux (assuming a modern desktop manager) and Mac OS X, applications must be installed with administrative privileges, and are available to all users, unless who installs them explicitly hides them in some way. This is how PixInsight has been designed to work.
On Windows, however, the Start menu is a completely different beast. It's true that we still have to adapt to some Windows idiosyncrasies, and this is just an example. Thank you for pointing this out.