1. Hard to set up printing to complicated printers.
2. Laptop docking station doesn't work.
Yeah, hardware compatibility is indeed a perenial problem with linux distros. The reason is that it's not something the OS vendor can solve. The truth is that Microsoft doesn't make this stuff work, HP and Dell do. They're the ones who get the support calls when stuff fails, so they're the ones with an incentive to make the integration work right. The linux world has no equivalent player (in the consumer space -- there certainly is on servers, where vendors care deeply about linux support).
3. Distros don't update Firefox when new releases come out.
I think this is fair. There are arguments to be made either way, but it's true that a windows user has a much easier time upgrading to new versions of popular software at release time than linux folks do, where you generally need to wait 0-6 months for the new Ubuntu. I think some kind of answer for the user who wants to download someting new Right Now would be a good thing.
4. External monitor support sucks in X.org.
Absolutely true, but it's improving rapidly.