There are plenty. I run only Linux at home but CAD software for hobbies (Fusion 360), most games that want kernel level anti cheat, some embedded DRM-enabled media, all sort of just fail. Other things, like GPU tuning or messing with your displays/drivers are harder than they should be. My Bluetooth earbuds just don't work with my Linux machines.

How did you get Fusion 360 running? I've tried multiple times but it always gets stuck at the installer.

Bluetooth is such a crapshoot for me, I feel like everyone else must be using the single blessed chip and forgot to share the memo.