That's not true for AMD on Linux. The drivers are in the kernel itself so any changes made to the kernel interfaces will include changes to the drivers that use them.
It's not the case for either vendor on Windows because Windows has stable driver APIs.
Basically, if you're on Linux and your hardware has mainlined kernel support you are not likely to ever have that kind of problem.
On Windows, since the vendors control the drivers, they can ship out new hardware support immediately.
On Linux, if the driver is mainlined, it's tied to your kernel. So if you have a really new graphics card you might need a new kernel also. If your preferred distro isn't Arch or Fedora (which have very up-to-date kernels), that might also be an issue. Debian Stable for instance might not have support for a new graphics card.
I tried Linux a few times at home for 6m to a year, in this regard I missed nothing of Windows. However twice my instance was killed by Nvidia driver updates. People claim AMD has better drivers on Linux so I recently bought a Ryzen 7 3700x and 5700XT.
But after being burned and /never/ having anything similar happen on Windows, I can't bring myself to put Linux on my computer in fear of the same shit happening again...