The nintendo switch pro controller is nice for this - plug it in via USB and it automatically pairs to the console you plugged it into.
However the protocols to do that are all proprietary and mutually incompatible. At least the PS3 protocol has been sufficiently reverse engineered so you can plug a DualShock 3 controller into a Steam Deck and have it just work wirelessly afterwards.
My biggest annoyance with Apple devices is in software, that AFAIK there's no way to prevent macOS from pairing to any Apple Bluetooth device connected via USB, even if it's already paired with another device and you only intend to use it via USB.