On my Job I regularly have to install Windows PCs and sometimes even install the USB Drivers for Mouse and Keyboard to work. Why dont I have to do that on Linux ever? Seems weird not to have them installed on Windows.
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Because many 3rd party hardware providers are lazy, while Linux maintainers are not.
Ms provides a way to have drivers deployed over their windows update channels when needed but the hardware provider has to do it.
Linux allows basically anyone to provide a driver.