Cannot speak for OP, but the thing, that makes Fedora better developer experience than Windows is dnf (yum) and especially -devel packages.

Windows or MSVC does not really have a standardized way how to cope with third-party SDKs. It is basically unzip the libs and includes somewhere and configure that path that in your project (good luck making other people build your solution). It kind of works with shallow dependencies, but not when your dependencies form a nice graph.

In Fedora, these things work out of the box and you don't have to waste your time.