Inconsistency of things, can't change things easily, random outdated stuff that would help if it wasn't abandoned several years ago and patched together to barely work. Gaming on Linux isn't good, so so much distros and not a lot of information besides "whatever you like". Hard to find things online because of outdated posts or just "top 10" type sites.
Windows is just plug and play, with a few apps that remove most annoyances. Nearly all games and modding of games are mostly just works.