Why can't APT install more than one application at a time? Why does it need to exit before installing the next. I know with MS Windows you can install how many application at once. This problem is not unique to Ubuntu but to all distros, that I have notice.
That's because each package has specific details about how it can be installed.
Post-processing for a package sometimes has follow up (symlinking, documentation generation, et cetera). Such processing may pre-depend on other processes having completed.
This isn't a Linux flaw. It's a "computation" flaw. (https://en.wikipedia.org/wiki/Halting_problem).
No package manager can determine if it's successfully installed the dependencies shy of actually trying to install. Windows is not immune from this.
Both dpkg and RPM can handle more than one application install at a time. For instance:
sudo apt-get install firefox thunderbird
This command will install both Firefox and Thunderbird in the same command. More recent versions of apt-get will actually begin the downloads using potentially different sources as well.
yum, zypper, and dnf also handle multiple applications in the same way.
You can install more than one application at once by typing the following command in terminal
sudo apt-get install <package-one> <package-one> ...
replace the latter by package names
It will install the packages sequentially not all at once but it will save you the trouble for waiting one installation to finish and the entering another to installation