I can't control my off-brand external monitor brightness connected from my laptop on w11, but I can just fine on Linux out of the box no fucking around needed
Can you enable DDC/CI in the monitors on-screen menus?
If so, and if there aren't drivers available (I can't find drivers when searching MF2208-A), then if you can enable DDC/CI you can use 3rd party tools to control the brightness. Display Dimmer and ClickMonitorDDC are 2 I found on a quick google.
If Linux can control the monitor, then it sounds like a lack of drivers for Windows but the display should still support DDC/CI; 3rd party tools do sometimes still work in this scenario for DDC/CI in Windows.