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The reason is that they cut corners. They sell millions of computers a year, and if they can save a nickel on each one, those nickels add up, so they're going to be incredibly cheap. That means that they won't use name-brand components, or test for compatibility. They'll buy the chip-of-the-week fresh off the boat from China, and they'll always, always, always go with the lowest bidder. All they care about is whether the machine will boot Windows and install from their recovery disk, and that it doesn't cause too many returns. If you're running Linux, and dependent on standards, they don't care about standards.
I use a Dell at work, that has difficulty with some versions of Linux because of a cheap, flaky, buggy USB controller. On Windows, it works OK. On Ubuntu Dapper or earlier, it refuses to boot because Linux's USB drivers cause a bug in those controllers to manifest. The newest versions of Linux have a workaround in them that deals with this bug.
That's why I always build my own machines, or shop around extensively when I buy a laptop.
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