Generally speaking, bluetooth is a complicated and proprietary mess though and many (especially cheaper vendors) don't bother testing at all. I'm actually amazed that bluetooth works as well as it does on linux. Taking a few minutes before a hardware purchase to check compatibility is a really good idea.
That seems like a terrible success rate, though, doesn't it? 1 out 12 bluetooth devices failed to work whereas they work 100% on Windows? For the average user, that is definitely going to be a dealbreaker.
I get told that I should have bought something that was Mac compatible, and no one says that Mac's have a terrible out of the box experience or that it makes it a deal-breaker.
Especially when the process on macOS or Windows is that they do not support that bluetooth adapter, they will never support it, and you should just buy a different one.
I do my hardware compatibility checking before I buy. If I'm going to have to track down and compile drivers, it's my punishment for wanting a bleeding edge thing, and I always know what I'm getting into.
I absolutely used to love macOS and thought that they must have the cleanest nicest code in the world because they have such a well-developed UI+UX, but in the end, the core code below it has the same wrinkles as any software project. They’re just paved over. Plus, Apple loves to let stuff fail silently.
[1] https://www.usa.canon.com/internet/portal/us/home/support/de...
Similar situation for Windows as yourself, only unsigned XP drivers.
Linux works without installing anything.
That's a much more complicated process that either macOS or Windows.