The OP is complaining about needing root to satisfy som third-party library dependency (libicu) when installing the .NET SDK outside the system package-manager, with the tarball only.
I think that’s a pretty far fetched complaint. There are tons of software out there on Linux which will break if you don’t satisfy their dependencies.
I’m sure the OpenJDK-tarball has some system-wide dependencies too (libssl?), but you can’t tell that because you probably installed it as root, using a package-manager instead.
If you do the same with the .NET SDK (use root, install via package-manager) you will find everything working equally smooth.
I generally do install JDKs as root from the system's package manager. This is primarily due to the system integration that it provides.
However, I often keep a collection of older versions and different patch levels in my home directory. These work fine for testing with the non-openjdk distributions for compatibility purposes.
I wasn't familiar with the icu library issue, so maybe it is something straightforward, but it seems odd that the fix was an env var. I certainly wouldn't say something like "welcome to linux" because of a scenario like this.
Have you installed jdk before? I installed jdk quite a few times without root and never had a problem. Jdk only depends on essential system libraries like libc. It ships other necessary libraries in the tar-ball. Do you have a reference to your claim that Java requires libssl?
Welcome to Linux?? Not to be sarcastic but if you want your hand held install Windows for your .Net development. It's pretty nice over there.