Windows can only guarantee that everything works because they have a monopoly and therefore hardware vendors have to support windows.
Most laptops don't ship with linux/are never tested with linux, so it's never going to work flawlessly on all possible hardware configurations. It's just not possible.
It does however, 'pretty much' work on most hardware.
And if you buy a machine from a vendor that actually supports/pre-installs/tests linux, all of the hardware will work out of the box.