What really sets me off with linux DE's is how poorly they handle dpi scaling on external monitors. I recently bought a 24" 2560 × 1440 monitor for my 15.6 laptop running Ubuntu Mate 18.04. This is what i went through just to make it work. 1. Plugged the hdmi, everything looks so small. 2. Mate desktop had HiDPI support but only by a scaling factor of 2. Now everything looks very large. 3. I have to manually change t…
I also frequently connect my XFCE laptop (only 1920x1080 native) running a totally different distribution to a 4K TV.
This requires a visit to the Appearance menu (as above) every time I plug/unplug in order to adjust font sizes. (Or, I could just run the 4k at 1080p, but either way it needs an adjustment.) This doesn't actually bother me, since it's just one step and I could script it if I did it all the time.
As far as using your laptop screen as a second screen, I've never really cared for that as a way to work anyway because of the size disparity (my 4k monitors/tv's are all much, much bigger than my little 13" laptop), but you could play with the resolution on each -- but you're right; the DPI settings in XFCE are for the whole desktop (and all apps, including Firefox), not per screen.