That's not entirely true. It works that way because your distro maintainer built a kernel with nearly every module turned on to support the widest range of hardware out of the box.

Sure, but that is the default configuration that most Linux users will encounter.

It would still be reasonably easy to lspci and then compile the drivers into your kernel as needed

Hell, I've had to install Ethernet drivers for Windows before (though thankfully that's been a lot more rare under Windows 10).

I've found that it still happens almost every time I try to install a consumer Windows edition on server hardware, or server Windows on consumer hardware, even for Intel Ethernet. And it's often necessary to edit an INF file so that a perfectly functional driver won't refuse to load on such an "unsupported" configuration.