It seems like that would be an easy solution; but, for probably good reasons (though reasons I don't know), Windows and Linux don't do it that way.
Gnome applications of recent vintage behave correctly, pretty much across the board. Firefox has some of its own configuration (for content, but the Gnome settings get applied to the UI), but behaves OK once configured. It's all the non-Gnome stuff that gets weird. Mostly games and music and graphics apps that don't use the system toolkit. Unfortunately, those are just the apps I most want to be able to cram a gazillion pixels onto the screen.
I'm tinkering with audio again, on both Linux and Windows, and VSTs, in particular, are awful. Unusably small, in many cases (VSTs are, IMHO, already the ugliest UIs in the world). At least most of my actual software works OK; FL Studio go an update recently that make it's UI vector-based, I guess, as it is fully scalable across any size screen, and looks really good at any size.
For reference on the ugliness of VST plugins (many of these are laughably expensive, like in the multiple hundreds of dollars for usually very simple DSP algorithms wrapped up in a ridiculous GUI):
https://www.google.com/search?tbm=isch&q=vst%20plugins
Now, just imagine them shrunk down to the size of a postage stamp...it's kinda like the thumbnails on image search, actually, on my 15" laptop display.