Because Linux is a monolithic kernel. What that means, essentially, is that it contains all the drivers and everything else, unlike windows which uses a microkernel. The advantages of a monolithic kernel are, for instance, that you don't need to install drivers manually, and you don't have to depend on potentially malicious websites to host those drivers. Additionally, if any kernel ABI changes for one reason or the other, say there is a refactor to fix a vulnerability, whoever does the refactor would also refactor the driver code because that is in the kernel, and the kernel won't compile if there's an error in the drivers. This way, the driver is always updated, and you don't have a situation where you have really old drivers that no longer work.

The disadvantage of a monolithic kernel is that there's a lot more code that you have to take care of, and the kernel has a lot more responsibilities as opposed to a microkernel.