A quick Google shows that at one time some of them were automatically detected, yet others weren't. StackOverflow indicates that some Linux tools for observing keycodes have been ported to OSX from time to time. There's probably some research and effort to get corner cases covered.

On the other hand, it's not as if all those keys are available on alternative keyboards such as the Model M or the Happy Hacking. Hence it might not be worth penalizing the MSNE 4000 over what doesn't work too heavily.

To be clear, I run Linux primarily and Windows secondarily and OSX not at all and even under Windows I don't use the multi-media keys other than I once remapped the back and forward buttons under the scroll stick. The main reason I use and recommend MSNE 4000 is ergonomics.

The best resource I've found on keyboard ergonomics is Xah Lee's keyboard guide:

http://xahlee.info/kbd/keyboard_review_gallery.html

In the end, it's a matter of finding what works for me. The other keyboard I like is the Thinkpad's. YMMV.