Photos isn't based on a set of folders, at least not ones a user has any control over. The time and location-based main organisation could be seen as folders for years, within those folders for collections and within those folders for moments. But the user has no control over this, you cannot move images between those 'folders', you cannot rename them, you cannot create new ones (and I am not even sure if Photos doesn't reserve itself the right to move images at a later point between moments, and it almost certainly cannot rename them).
Thus, those 'folders' synced to a Windows PC would have to be read-only folders on the PC (except for the option to delete images, and even then deleting an image would not move the image to the system trash but to 'Photos' trash folder). While read-only folders certainly could be implemented, already adding the option to delete images but not move or rename them would be difficult and implementing the Photos trash would require an application, ie, a Photos Light to be there. And even without those difficulties, any albums inside the iCloud Photo Library would not be visible on Windows (or be read-only folders with aliases pointing to the actual images).
And all this would only work for jpeg files that have not been modified by the user. iCloud could restrict itself to syncing only the adjusted images, but owing to the read-only nature of those, the user could not sync any locally made changes back to the cloud. Things would look even messier once you added raw files into the mix.
So, sure, Apple could add an automatic download (adding folders for year, collections, and moments) but I am not sure the read-only nature of those would not cause more grievance than the current functionality.
