Windows has its faults for sure, but it's much better in my experience as far as just working on any type of hardware and accessories. If it doesn't just work already, drivers are generally easy to find and install.
I really think that is the state of the matter.
Personally, I have been using Linux as main OS since 2000, so when I buy new hardware, I know it will be running Linux and I do my research on the hardware before buying anything. When you do that, chances are you'll end up with hardware that is supported and works well on Linux. The last 15 years I have been using high-end Dell Precision laptops through my employer and those run linux just fine; it's already been several years now that you can actually order them with Ubuntu.
Still, I've been on location where they used USB-C docks to access external screens and the network. The network was working fine out of the box, but for the screens I needed to install DisplayLink drivers, which was not a nice experience. It also did not work out of the box with xrandr. And then I got a linux kernel upgrade and it was no longer working. So, while the laptop itself is working just fine on linux, and is working out of the box with external screens connected through a cable (HDMI, DisplayPort), you still don't have good support for something like DisplayLink, which seems to be used more and more because it allows user to project wirelessly on a screen.
I try to avoid depending on closed source drivers in Linux. I did use Nvidia long time ago, but switched to AMD for that reason. In a way, it's nice that companies support Linux and that they are releasing closed source drivers. It is better than not having any driver at all. But depending on closed source drivers is misery sooner or later, so I avoid them.