They work out of the box, but the firmware updater is what's windows only (pro 2 and pro 3 at least). Not even a MacOS version of the firmware tool.

The larger issue I found with them was that hollow knight and silksong didn't capture the triggers properly on their Linux version making them unplayable. Also the games would crash once in a while. You have to run the windows version with proton to get a solid experience. I read it was due to outdated Linux input libraries used by unity or whatever game engine it uses.