For example, as of now, the hardware sensors on my x590 board are not recognized.
LED control is not a thing, even on most old/established boards (you can argue if LEDs are nice or ugly, but if they are there I want to control them).
Even enterpriseish devices, like Lenovo's X1 laptops, that are CERTIFIED by both Red Hat and Ubuntu, have limited hardware support at best. Fingerprint scanners on 3 year old models are still not recognized, and there seems to be zero will from synaptic to ever support it. Sleep states were terrible for a long long time, finally fixed in a fashion that requires different firmware for optimal sleep performance on Windows or another one for Linux.
So no, my experience is that still hardware vendors are not giving me as a Linux user the support and value for the good money I pay for their products. Obviously they don't deliver the expected level of support any reasonable consumer would expect, and most probably won't deliver it in the future either, since they get away with it so easily.
I agree, and hence my claim - Linux have excellent support for the hardware it supports, but in general it is not lagging behind Windows in that dimension due to restricted access to required information.
These days Linux has better hardware support (imo) than Windows. Solving it for laptops was about creating the right incentives for hardware manufacturers. It can happen for mobile too.