Here's what you're missing Jim. All programs are applications or, using an abbreviation, apps. Cortana, Edge, etc. are all programs that need to be installed, just like Word, Excel or Cakewalk. They just get installed during the larger installation of Windows. The famous "Hello World!" program is still an app, regardless of the language it was written in.
All of that said, there has definitely been some usage (mostly among non-programmer types) where an app is considered to be a program on your phone (or other mobile device). To make things even more confusing, there's a camp that thinks an app is just a program that does one thing while an application is meant to do many things.
The bottom line is that saying "app" sounds sexier then saying "application," however they really are the same.