The biggest chunk of that "extra work" would be installing Linux in the first place, given that almost everything comes with Windows out of the box. An additional "sudo apt install nvidia-drivers" isn't going to stop anyone who already got that far.
Does the "everything comes with Windows out of the box" still apply for the servers and workstations where I imagine the vast majority of these high-end GPUs are going these days?
Tainted kernel. Having to sort out secure boot problems caused by use of an out of tree module. DKMS. Annoying weird issues with different kernel versions and problems running the bleeding edge.