PipeWire made sound finally work flawlessly for me on Linux, Proton made it possible to play a ton of games, graphics drivers being stable, especially for Vulcan and Firefox enabling hardware acceleration.
Some things are worse as you note, but there have been som important improvements.
ASUS - ROG Zephyrus M16 16" 240Hz Gaming Laptop runs Ubuntu 22.04 very well in my opinion: CUDA, Vulkan, Wifi, bluetooth, sleep etc. I installed Linux on a second SSD next to Windows on the original SSD. The version with NVIDIA RTX 4070 costs 1700 USD at Best Buy (the one with RTX 4090 may exceed your budget)
The Linux support for ThinkPads is pretty good I think. I've been using a T14 AMD Gen 1 for three years now with Ubuntu. The hardware is supported by the LVFS too. I'm upgrading to a T14 AMD Gen 4 shortly and will be running Linux (Ubuntu) again.
Any recent Thinkpad will do fine. The Apple Silicon laptops can't run Windows, but can run linux, so there's that, too. Also, Dell XPS laptops do very well with linux.
Some things are worse as you note, but there have been som important improvements.