Here's an interesting twist on the "out of the box experience": It doesn't just come down to drivers and configs. Yes, Windows might be better situated in that regard (although it also has its problems, try installing it on a PCI SSD the setup doesn't have a driver for...).
But: The time I use up in Linux to configure various things like that
I easily waste on Windows while downloading/installing all the tools/graphics drivers I need by hand.
The fact here is that Windows' tooling - if not entirely absent - is horrible. And although there are always alternatives that are easy to come by (sysinternals tools, 3rd party tools like Voidtools' Everything, Putty, DisplayFusion, Notepad++, a decent browser, etc.), the fact that their functionality is still not integrated (or there is at least a simple way to bulk-install them) still boggles my mind.
So, railing on about "out of the box" performance from a windows perspective seems a bit off to me. Windows as a blank slate is horrible.