You did not dig into the problems deep enough.
Winblows is pi55 poor with drivers. It is the manufacturers of the devices that issue the drivers. The manufacturer of your computer choose to install a wireless adapter that only uses proprietary drivers. This is not a GNU/Linux problem, this is a crappy choice on the manufacturers part. Your wifi would not work under Winblows if it where not for the adapters manufacturer making a driver for Winblows. The exact same thing you are having a problem with under Ubuntu.
I would guess you have a Dell, because Dell is really crappy about things like this. I never have a problem with drivers with an HP. So it does depend on your computers manufacturer. If it is not a Dell, please say what it is so I know never to buy one.
Ubuntu does not ship with any proprietary drivers. Their philosophy is only open software. During install you can choose to install closed source software. There are many distros that ship with proprietary/closed source software. So you can not blame all GNU/Linux distros because your limited experience with a single distro.
I suggest to try other distros or choose to install restricted software during install of Ubuntu. Also do not try to use any GNU/Linux distro like you use Winblows. They may try to accomplish the same thing but they do it in different ways.
Open source is more than just a license. It is a philosophy. You either live by it or you do not. I believe that you should be able to change something to fit your needs, and also sharing any changes that you make so others can enjoy the benefits.
apple is the complete opposite of this philosophy. Remember they tried to sue people that jailbroke their phones. The government told them (apple) that they cant do that.
I agree with Richard Stallman when he stated, upon Steve Jobs death:
"I'm not glad he's dead, but I'm glad he's gone"
apple is the Nazis of the computer world.