Its not that its bad, but usually its extra steps.

Most games. In particular ones running directx, use xinput, microsofts input library, which basically maps out to a generic 360 controller.

Controllers that arent designed explicitly for xinput use (many 3rd party controllers do, in particular one designed with pc in mind, but not all) like nintendo and sony controllers (for obvious reasons) use the legacy dinput communication, which not all games support.

Generally you can get around this via steam big picture mode, which uses steams controller API to map Dinput to Xinput automatically, else you have yo use 3rd party software for full compatibility (e.g ds4windows, dll mods) if the game or application does not natively support dinput.

The best situation would be of course, just plug and play, and open up all features of a controller to thr computer, bonus points if it changes the on screen input commands to the controller youre using (some pc games already do that natively)