Display Managers: When Linux boots in a 4k screen, the GRUB menu is impossible to read, so I have it memorized. I have tried many Display Managers, some recognize 4k and adapt with no issue, many do not. GDM and SDDM work well, XDM not so much, fonts are all over the place.
X11 (it has an NVIDIA card) There are some apps which refuse to adapt to 4k if you are running GNOME (and yes I use the QT_SCALE_FACTOR). Then there are apps written in WXWIDGETS. Steam menus and items are unreadable to me. Some Window Managers barely support HiDPI displays (XFCE I am looking at you). It goes on and on, by the end of the day its a very frustrating experience. GNOME (and it's derivatives) do it the best so far, KDE has issues with icon sizes and the panel. XFCE has multiple issues, so much that I gave up on it quickly and can't remember them all (and it looked awful). i3 was a little tricky at first but it can be configured to work well, but you need to adapt all the apps and bars too.
Other OSes: Even MS Windows has frequent problems with the screen magnification. macOS just gets it right, and I never had ANY of these issues, except small fonts in the firmware screen.
For my next laptop I will go back to 1920x1080 and avoid all these problems and start using AMD GPU's so I dont have to turn off secure boot and stop using X11.