Most of these kind of adapters (usb-c/usb-a, dvi-d/hdmi) don’t actually do any protocol conversion, they merely take advantage of fallback/cross-compatibility that the endpoints actually implement and rearrange some wires. Adapter that need to do something more complicated (like dvi-d to vga) have to be powered. And in some cases like USB 3 to thunderbolt or DisplayPort it’s simply impossible for the host controller to provide the necessary IO. Thunderbolt expects to provide a full PCIe interface to the CPU that doesn’t fit within how USB 3 controllers communicate with your CPU. DisplayPort requires a connection to your graphics adapter, which is also not under the USB 3 controller’s purview.