The difference was the device came with a disk containing the driver for DOS and Windows.

I don't see how that is Linux' fault.

I didn't say it was. This discussion is about relative difficulty of setting things up. It is, objectively, more difficult when you need to download a driver for new hardware and the NIC on your laptop needs a driver your distro didn't come with.

Not for a very long time.

I don't buy a lot of hardware, but the last thing I bought (Vocaster One) came with the driver installer on a small USB mass storage volume when the device plugged in.