As a user I agree, but I think this misunderstands the Windows market. Forget about mice for a second, if you look at GPU drivers between Linux and Windows on Linux they... just work, and you can use some apps to modify exposed features, like you said.

On Windows out of the box they kind of work, but you really need a manufacturer's software suite to take full advantage of them, and that software suite is, surprise, an advertising and analytics platform, a situation I think both Microsoft and the peripheral manufacturers are very happy with.