That's ridiculous, even if you extend third-party to mean 'not bundled', with Linux depending on distro that's just everything except the kernel anyway, it's not some 'oh my god it's not bundled it doesn't just work', that's exactly the way it does work - if you want something you install it.
(And if you don't make such an extension, what, you have no third-party graphics drivers for example?)
Windows doesn’t even have a framebuffer console, so you’re not exactly comparing apples to apples here. In a Linux GUI (X or Wayland) running a modern terminal you get what you are asking for. Same as Windows except that standard Windows lacks the ability to run without a GUI.
