I have to agree with you. We basically cant download anything MS hasnt specifically allowed us to. Docs, pdfs, some audio, pics. That is about it. Another thing I miss from Android is the ability to download and store any type of file I wanted onto my phone. With WP, we cant even download email attachments except pics/music/docs. You cant download much from the internet or email, and you cant store anything specifically in a folder using your phone.
Smart phones should be more than just a phone/browser/app collector/music and image device. We really should be able to have a little more access and ability. MS, while I like their OS mostly, tends to treat us users like children. "We cant give you the ability to mistakenly download a virus..." seems to be their approach. Why not let us make that decision. Some of us are pretty competent and able to download anything and steer clear of viruses. I havent had a virus in a couple years on my PCs. Not because of Virus protectors, because I know what Im doing and dont download anything that I dont know what it is.