Puppet currently doesn't supporting using a Puppet URL when setting the source attribute for a package resource. In order to install a package on Windows, it typically has to be downloaded as a file resource. This increases the amount of work required to define a package resource and introduces additional steps each time the package is updated (i.e. need to get rid of the old installers on the user's computer).
While Puppet does support UNC paths, it is difficult to use in production environments since the path must be accessible as the user account running the Puppet service.