Also, Windows could do with a sudo command but thats going off topic.
In what way? In Vista onwards User Account Control is pretty much the same as sudo.
I actually like the way the EU stands up to Microsoft, but this decision is a little weird. It won't make much difference though, and as someone suggested will probably be offered via Windows update. I wouldn't be surprised if there was an Internet Explorer icon on the desktop that takes you straight to the download page.