I actually really appreciate USB devices that masquerade as a storage device to provide their own drivers. I suppose in this day and age the "right" thing to do is to upload a bunch of stuff to microsoft servers so that it downloads whatever is needed upon getting plugged in, but I've observed enough stuff needing manually installed drivers to know that this isn't as apparently easy as it may appear to be. (For example, I very often need to download vendor-specific ADB drivers)
Anyways, I think it's clever for peripherals to help you bootstrap, and having the drivers baked into the device makes things a little easier instead of trying to find a canonical download source.
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