That's true for legacy MSI. MSI comes in two versions now. There is also MSIX.
MSIX is actually quite good. Apps run inside a semi-virtualised container, so that writes to the registry and AppData are redirected. Uninstalling the app therefore uninstalls all of it, even if the app doesn't cooperate. MSIX can also be upgraded automatically in the background by Windows itself.
MSIX is actually quite good. Apps run inside a semi-virtualised container, so that writes to the registry and AppData are redirected. Uninstalling the app therefore uninstalls all of it, even if the app doesn't cooperate. MSIX can also be upgraded automatically in the background by Windows itself.
However, it's new, so nothing uses it.