This sounds like an experience from 2007.
For the past 5 years, every piece of hardware I have ever bought, even from aliexpress, either works automatically or downloads a driver from windows uodate automatically.
Coming back to linix, I want wifi 6 on my little linux server, and you have to hint down the few pieces of hardware that are compatiable.
I've also used a few other intel mini pcs, since the pricing for RPi went insane from limited availability... 8gb RPi 4's were going for close to or over $180, adding in a case, drive, power and the intel mini pc options were about the same price, coming with storage, ram, case, etc.
The "notable exceptions" of video cards and WiFi (and Bluetooth) chips are huge ones. But I would also add fancy keyboards/mice, printers, RGB, VR, etc... There is a video by LinusTechTips where they try to do tasks like printing a document or streaming a video game that I find very interesting because I think it is representative of what the experience of an experienced Windows user coming to Linux would be, and it is painful. If I remember well, at one point they have to run a Windows VM to have some of their hardware work.
Sound cards tend to have pretty good support, but as often with Linux, it is all about the details. You will get sound, but maybe you won't be able to reassign your outputs, or that physical volume knob won't work. In my case, which is a somewhat complex setup, I sometimes get Pulseaudio crashes and sync issues I don't have on Windows. The setup itself was a pain on both OSes, on one side, a mess of drivers and broken Windows 10 UI, on the other, obscure text file configuration and Pulseaudio plugins.
True but at a loss of performance compared to running the game natively on Windows.
But my problem wouldn't be with games, it would be with software I either use professionally or out of personal interest. Visual Studio, Photoshop, Lightroom, 3D Max.
On Windows, you sometimes cannot even install the OS without hunting down the right drivers for some piece of hardware like the RAID controller, if you can even find them. Most drivers are authored by the hardware vendors whose main competency may not be writing kernel code, so driver quality tends to be extremely variable. The result is often drivers that just don't work well (which can look like a hardware issue, e.g. lack of performance) or crash the whole system.
Not all Linux drivers are bug-free or feature-complete of course, but they tend to be reasonable or high quality due to the fact that they are written by and/or reviewed by the kernel community. Since all the drivers come with the kernel, the user generally has to do nothing to make their hardware work, it just does right out of the box.
(Notable exceptions here are vendors of certain video cards and wifi chips who refuse to either write Linux drivers or supply the information needed to write them. So you do have to be somewhat careful to avoid those vendors when purchasing hardware.)
I'm not a heavy gamer but my understanding is that a surprising number of popular games run just fine on Linux, thanks in part to the WINE community and the efforts of Valve.