I was talking about a Linux desktop. I think Windows on the server is another story and Linux could probably take its place if it hadn't already. RAID controllers are mostly server hardware these tend to get pretty good Linux support. I know some people use them on desktops, but it is more of an oddity compared to, say, NAS for which it is the norm, and they often run some flavor of Linux.
The "notable exceptions" of video cards and WiFi (and Bluetooth) chips are huge ones. But I would also add fancy keyboards/mice, printers, RGB, VR, etc... There is a video by LinusTechTips where they try to do tasks like printing a document or streaming a video game that I find very interesting because I think it is representative of what the experience of an experienced Windows user coming to Linux would be, and it is painful. If I remember well, at one point they have to run a Windows VM to have some of their hardware work.
Sound cards tend to have pretty good support, but as often with Linux, it is all about the details. You will get sound, but maybe you won't be able to reassign your outputs, or that physical volume knob won't work. In my case, which is a somewhat complex setup, I sometimes get Pulseaudio crashes and sync issues I don't have on Windows. The setup itself was a pain on both OSes, on one side, a mess of drivers and broken Windows 10 UI, on the other, obscure text file configuration and Pulseaudio plugins.