The big thing for me would be official driver & software support from peripheral manufacturers. A few off the top of my head for things I actually use…
Razer mouse software that supports the full range of configuration options available on Windows plus automatic profile switching based on active app.
Configuration software for Yamaha mixers (I do all my audio through an AG08).
StreamDeck software (the open source tooling for StreamDeck is pretty good, so that one’s less of an issue, but would still be nice to have parity with windows/mac).
Something like Windows Hello to do face unlock through my Logitech camera when I sit down at the machine.
I’m on the Naga V2 hyperspeed. Best I’ve been able to do is set all the buttons to various keyboard keys in windows, then remap those in Linux. It covers basic functionality, but is not very customizable, and no automatic profile switching that I’ve found.