

The main difference is that the additional software you need to install doesn’t always come from the manufacturer on Linux. Other than that it’s actually pretty similar.
Heck, there are even devices that work better under Linux, such as the Logitech F710 gamepad. That one has been subtly incompatible with the USB stack of every Windows after 7 while it works with Linux just fine.

If you want to download once and then never have to deal with updates unless you want to, there’s always GOG.
(Also, yes, Steam is a lot more comfortable with a faster connection. I generally spend more time waiting for Vulkan shaders to be precompiled than for downloads to finish.)