To build on what someone else had said- firmware updates may play a roll here. While I do think any manufacturer should test things before they ship I am grateful that Dell does seem to keep pushing updates for them.

I did install the latest firmware when I bought mine (early 2020) and was able to through Linux. I also had a few BIOS updates I had applied before I even bought the dock and do recall a few of the change log entries mentioning TB dock fixes. Perhaps the same will be true for your machine.