I completely believe you've experienced these. TL;DR: Linux, like all other systems, mostly has issues with hardware. For a proper experience, get a system that's known good under Linux (and you need to use a non-ideological distribution like Ubuntu which will ship proprietary drivers). Linux-focused or business models of major manufacturers are your best bet.

1) sounds like a hardware issue or hardware compatibility issue. Unfortunately, while Linux does come with great and extensive hardware support out-of-the-box, you'd still benefit from choosing hardware that works well with Linux. Thinkpad T series (I usually use X1 Carbon, but as the highest end ultraportable it can introduce some Windows-specific firmware issues that they only resolve in a few months after release — they did that with Gen6 when they switched to new always-on-standby, but they introduced a BIOS option for Linux ~6 months later) is usually the best bet out of big manufacturers, and Linux-focused ones like System76 are a good choice too. So if you want to try out Linux next time, get Linux hardware that will work well with it first (or be ready to debug issues like the ones you mention).

These sort of issues happen even more on Windows if you clean install it on a wide variety of hardware (MacOS can't even be installed on your non-Apple system, I am guessing, so I'd say that it's even worse :). The benefit Windows has is that it comes pre-installed on those systems.

I've seen 2) frequently ~5 years ago myself: you had to really ensure that you unmounted FAT32 devices cleanly and waited for the system to announce that the drive was safe to remove: don't do that a few times, and filesystem will be messed up enough for Linux FAT32 driver to be able to cope (Microsoft, having developed FAT32 themselves, has an obvious advantage there). They don't seem to cause as much corruption anymore (only the file you were transferring might be corrupted), or maybe I learned to wait properly. Also, flash drives can degrade and cause all sorts of issues where it seems to work properly in other systems but causes silent corruption. If this was an old flash drive, that's the most likely issue: I've learned to go with only SanDisk Extreme flash drives because they have the best write endurance, but they are multiple times more expensive for the same capacity compared to other flash drives (including SanDisk ultra stuff).

3) is really weird, and external display connectivity has been a huge issue ~10 years ago, but I haven't seen any issues since (including in presentations on random projectors, multiple screen types and such): the only stuff that still annoys me is the default of setting up new screens as extended, chromeless display areas (I'd definitely default to "mirror screens"), but once a screen is set up, it saves the settings forever. Still, this is most obviously a driver issue (integrated Intel graphics is usually most stable, Nvidia most performant, but AMD should be becoming the best of both worlds in the last few years, though it's hard to get their GPUs).

And since you say these don't happen with Windows, just 10 days ago I had to reboot my X1 Carbon into Windows (that it came preinstalled with) to file some tax paperwork and I connected it to my Dell 4K TB3 display (which I dock to and undock from repeatedly on Linux without issue: all of this is pretty high end Windows equipment). On reboot, TB3 light remained on and it stopped charging and passing DisplayPort through (still worked as a USB hub, and rebooting back into Windows did not fix it). I was thinking I'd have to go to the service shop since my laptop is still under warranty, but as I was pulling my SSD out to prepare for that, I realised I could just disconnect the battery and see if that helps, and luckily, it did.

In short, dealing with hardware is hard (which all your issues seem to be), and all of the operating systems have different quirks. As above, I had a pretty terrible issue with an expensive Windows laptop and Windows-supporting screen ($3000 + $1200) which worked without issue under Linux for more than a year. Apple has a huge advantage because they control the hardware they ship with, Windows is generally worse on arbitrary hardware but has the benefit of being pre-installed and "pre-debugged", and Linux is better than Windows but has to be clean installed (I am pretty confident that if you took random 20 laptops off the market today and attempted to clean install both Windows and Linux on them, you'd get a fully working Linux system more easily; MacOS easily loses out on such a benchmark).