And the reason it works on Windows or (sometimes) MacOS is just that those systems have arbitrarily different default choices (e.g. "see if it has 60 Hz and use that"). And it happens to work with Windows because the monitor manufacturer bothered to test with windows (and, sometimes, MacOS), where they didn't with Linux.
This happens everywhere in the tech industry. No one does QA to the standards. It's 100% routine to see devices with PCI capabilities advertised that don't work, to see phantom ACPI entries for hardware that doesn't exist, to see EFI BIOSes exposing function tables for capabilities that never worked and weren't tested, USB devices which advertise a standard class but which only work with a proprietary driver, etc...
And the only reason anything works anywhere is that, at the end of the day, they plug it in and test. And on Linux they don't.
Then you should definitely use Linux more, and buy hardware that explicitly supports Linux.
Yes, of course. The point wasn't that I would buy a device for my own use (though that is kind of appealing these days), but rather that your choices influence what the market provides.
If you want display devices to support Linux, you need to preferentially buy devices that explicitly support Linux, and make that fact known to vendors as well as you can.