E.g. the performance you can get out of the GPU at the moment is a subset of what you can get out of the hardware. Or as another more generic example, until this latest release CPU boost states weren't enabled due to lack of proper cpuidle driver which resulted in regressed single thread performance.

There is nothing inherent about running Linux that will require it be slower, in some cases it will/is even faster, but the lack of everything being fully supported does actually impact performance right now. It has been getting better with time.