Earlier quoted context omitted.
Maybe I am unlucky but I tried different adapters. The Apple ethernet adapter is not even plug and play on windows and requires a reboot. But even USB adapters take a while for drivers to load then I had all sort of problems: the connection regularly being recognised as 100Mbit when it should be gigabit or the USB adapter not being recognised after a couple of unplugging without a reboot.
The Apple Thunderbolt Ethernet Adapter is basically a PCIe devices over Thunderbolt. Unless your OS has hot plug PCIe, it's going to require a reboot.
Although hardware PCIe slot register must support the optional presence detect bits. Also slot capabilities register must report optional hotplug support and surprise removal support.
I guess thunderbolt has those features supported by default.