You need support from third party software such as Xorg or Weston. On Windows, it just works.

That's ridiculous, even if you extend third-party to mean 'not bundled', with Linux depending on distro that's just everything except the kernel anyway, it's not some 'oh my god it's not bundled it doesn't just work', that's exactly the way it does work - if you want something you install it.

(And if you don't make such an extension, what, you have no third-party graphics drivers for example?)

Do you think xorg and weston dont support more than 16 colors? You just run a different terminal emulator.