The windows system restore is a joke. All it does is just check dll files and the like, and has some kind of check for the rest of the files.
Thing is, it doesn't care SHIT bout your homedir/programs in non-standard locations, or the registry. I screwed up once with firefox, used it, and it turns out it removed some files it had installed (??) but left others, and then it wouldn't even uninstall [Actually, it was something else, i just took firefox as an example].

I'd think it's kind of hard to create one unified backup solution, everyone wants something different. Just look at how clumsy the audio for linux is (disregarding jack as >the< pro-audio interface), there's tons of different audio daemons.
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//Cincerly SteelSide
//Mvh Daniel