The same thing could happen on Windows if Windows was less.....er.......less dumb.
It isn't that linux developers know what hardware you're going to use. It's that linux developers build the drivers in for most hardware. They do it mostly without the help of the manufacturers. But when manufacturers use standards, the rest is made easier. Some manufacturers help, many don't.
Note that I said most hardware. Some proprietary stuff is difficult to make work. Some newer hardware may have proprietary bits that linux developers haven't figured out yet. But most hardware should work out of the box.
Also, not all distributions will have the same drivers available as default. I have a Belkin USB wireless fob, too. I forget what distribution it was now (Lubuntu, Ubuntu, Mint, Pinguy, Debian, PCLinuxOS, Sidux, Kanotix), but I couldn't get it to work until I connected to the internet wired and downloaded some more stuff. Not good if wireless is your only connection and you have that fob. The same hardware worked just fine out of the box on several others.
The point is, the distribution maker determines what goes in the distribution. Just because your hardware works on one without any more effort doesn't guarantee it will work on another so easily. But it's usually the case that it will.