I could drill down into the work that went into DXVK before Proton came about, enabling the Steam Deck, but that's a boring history lesson. I will concede that newer bleeding edge hardware is far more likely to be plug and play on Windows, but one of the leading reasons I transitioned was Windows removing support for the audio chipset on the motherboard for my Ryzen 1600. Every time I rebooted, I'd have to unpack a zip file and reinstall the audio drivers, it was maddening.
In my experience (so, totally anecdotal), my hardware is stable longer on Linux than Windows.
Yeah, it was super fun. I tried reformatting, I bought a new drive and put new Windows on it and the same thing happened.