Linux does support more CPU architecture (x86 Arm PowerPC RISC) while Windows only support x86 and some Arm CPU so technically Linux support more CPU but Windows does support more GPU and Plug and Play devices (controller, external sound card...)
I would probably rephrase it as "external plug 'n' play devices supporting Windows". You can be fairly certain Microsoft wasn't the one doing the work.
I think game controllers, external sound card or external Ethernet they all use the same generic driver that Microsoft provide to them, and those devices can add their own functionality on top, but Linux can't have that driver because it's MS property
I've had zero issues with any of my plug and play usb devices. Elgato key light, stream deck, fiio DAC, scarlet solo audio interface, Logitech Webcam, steel series arctis usb headset, etc. All work great without any faffing about.
For stream desk and keylight you aren't using elgato's software but there are pretty good open source options I installed from the graphical package manager in my OS. The audio stuff just all worked when plugged in. I'm missing zero functionality from windows and spent a lot less time "setting up" everything compared to windows.