Unfortunately in the music production world, Windows or OSX are the only options if you want to customize your hardware (sequencers, synthesizers, etc) or import patches/presets. I think this is largely because no major DAW has Linux support.
Bitwig Studio is great for the Linux audio world but the real problem is plug-in compatibility on Linux.
In general, if you want AMD or Nvidia graphics drivers then Windows is easier. If you want anything else (including Intel graphics drivers) then Linux is easier.
I always find it funny how hardware manufacturers most of the time ship a bunch of drivers with their components. Windows drivers for wireless cards, motherboards, graphics cards, etc. Never needed any of those for Linux (The open source AMDGPU driver is good enough).
To be fair, I don't recall the last time I needed them with Windows, either. I think the CDs are for old versions of Windows, running on old machines that still have a CD drive.
Like Intel graphics, AMD graphics now work with Free drivers. The kernel just needs to be new enough to contain new-enough version of the driver, so in the case of Ubuntu 16.04, it was necessary to use the "hwe" package variants.