This is false.
My story, I bought a new widget, a gaming wheel a few years back, and it did not work on my Windows machine, I even reinstalled Windows, installed the drivers from disk it did not work. I send the thing back and report it broken and the guys call me to report that works perfectly. In the end I bought a different model that worked both on Windows and Linux.
So a gadget with official Windows support did not work on my machine, even after I wasted my time reinstalling Windows just in case but worked fine for some support people.
I had a diffrent experience with a USB WifFi antenna , it come with a mini CD with drivers but my PC had no CD Drive, there was no online source for that no name brnd.
I plugged it on a Linux machine and it worked, then I done a lsusb and found the real chip powering the device, then Googled for that I found a compatible Windows driver on a drivers website and I fixed it for Windows machine.
Linux has problems, but install a LTS distro on compatible hardware and you should not have issues for a few years.
To balance things, my latest bad experience in KDE was when Kwin crashed and refused to enable compositing again printing a vague reason in the logs, I found using Google that KWin put an isOPenGLSafe=false in soem log file and refused to start compositing but for some reason (maybe is a valid one) was incapable to print also that "I refuse to start compositing because of this setting - lesson for us devs, when we put stuff in log messages, put as much info as possible