Here's a wild and crazy idea.
Maybe install Linux in a VM on your Windows machine, and run it that way ?
It's not about what I'm going to do. It's what average user will do. Most of them doesn't know how to install Windows and you're talking about installing Linux in VM.
Also, the posts about people making web wallets just have me rolling my eyes, painfully backwards.
Not your keys, not your coins. Don't ever trust web custodial services.
Who mentioned web wallets? I didn't for sure.
That's worse than holding coins on exchange, so let's not even talk about that.